+780.6%
DUK vs HALO
+2,417.6%
-1,637.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -1.7% | -3.4% | +1.7% | -1.5% |
| 30D | -2.2% | +4.3% | -6.5% | -2.5% |
| 3M | -3.7% | +51.8% | -55.5% | -5.8% |
| 6M | -6.3% | +57.8% | -64.1% | -8.6% |
| YTD | +4.5% | +59.0% | -54.5% | +1.9% |
| 1Y | +1.8% | +41.2% | -39.3% | -0.2% |
| 3Y | +46.8% | +177.8% | -131.0% | +38.0% |
| 5Y | +40.2% | +159.5% | -119.2% | +31.4% |
| 10Y | +129.8% | +963.6% | -833.8% | +97.8% |
| All | +780.6% | +2,417.6% | -1,637.1% | +568.0% |
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