+126.0%
DUK vs HALO
+979.6%
-853.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.7% | -2.7% | +2.0% | -0.5% |
| 30D | -2.4% | +5.3% | -7.8% | -2.8% |
| 3M | -3.0% | +51.6% | -54.6% | -5.5% |
| 6M | -6.6% | +61.3% | -67.8% | -9.4% |
| YTD | +4.6% | +59.3% | -54.7% | +1.4% |
| 1Y | +1.2% | +38.3% | -37.0% | -1.0% |
| 3Y | +45.7% | +185.9% | -140.2% | +34.8% |
| 5Y | +40.3% | +159.9% | -119.6% | +29.6% |
| All | +126.0% | +979.6% | -853.5% | +102.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling