+110.9%
DT vs HALO
+537.5%
-426.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.6% |
| 7D | -4.9% | +0.5% | -5.4% | -5.0% |
| 30D | +2.7% | +5.0% | -2.3% | +1.2% |
| 3M | +20.0% | +53.1% | -33.2% | +5.5% |
| 6M | +28.0% | +60.8% | -32.7% | +10.2% |
| YTD | +16.0% | +60.9% | -44.9% | -0.9% |
| 1Y | +0.7% | +42.8% | -42.1% | -11.1% |
| 3Y | +6.2% | +181.3% | -175.1% | -31.7% |
| 5Y | -28.1% | +157.6% | -185.7% | -54.1% |
| All | +110.9% | +537.5% | -426.6% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling