+67.3%
DVN vs HALO
+979.6%
-912.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +4.5% | -2.7% | +7.2% | +5.1% |
| 30D | +12.0% | +5.3% | +6.7% | +10.7% |
| 3M | +13.4% | +51.6% | -38.2% | +3.3% |
| 6M | +12.1% | +61.3% | -49.1% | +0.3% |
| YTD | +38.8% | +59.3% | -20.5% | +24.0% |
| 1Y | +46.0% | +38.3% | +7.8% | +34.2% |
| 3Y | +9.5% | +185.9% | -176.4% | -19.7% |
| 5Y | +125.3% | +159.9% | -34.7% | +63.7% |
| All | +67.3% | +979.6% | -912.3% | -15.5% |
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