-26.2%
DT vs HALO
+158.6%
-184.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.6% | -2.7% | +1.1% | -1.1% |
| 30D | +3.0% | +5.3% | -2.3% | +1.9% |
| 3M | +26.5% | +51.6% | -25.1% | +15.3% |
| 6M | +35.9% | +61.3% | -25.3% | +21.6% |
| YTD | +17.8% | +59.3% | -41.5% | +5.1% |
| 1Y | +4.1% | +38.3% | -34.2% | -4.2% |
| 3Y | +5.3% | +185.9% | -180.6% | -27.2% |
| All | -26.2% | +158.6% | -184.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling