+40.9%
DUK vs HALO
+158.6%
-117.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 6M | -6.6% | +61.3% | -67.8% | -10.0% |
| YTD | +4.6% | +59.3% | -54.7% | +0.6% |
| 1Y | +1.2% | +38.3% | -37.0% | -1.6% |
| 3Y | +45.7% | +185.9% | -140.2% | +30.8% |
| All | +40.9% | +158.6% | -117.7% | +24.8% |
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