+39.0%
DVN vs HALO
+92.7%
-53.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.7% | -7.2% |
| 7D | -13.9% | +0.2% | -14.2% | -13.9% |
| 30D | -8.0% | +20.3% | -28.4% | -6.4% |
| 3M | +0.8% | +56.6% | -55.8% | +5.2% |
| 6M | -12.8% | +101.9% | -114.6% | -5.9% |
| YTD | +22.7% | +93.7% | -70.9% | +31.5% |
| 1Y | +39.0% | +91.5% | -52.5% | +48.9% |
| All | +39.0% | +92.7% | -53.7% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling