+161.6%
HALO vs DGX
+66.8%
+94.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.4% |
| 30D | +5.3% | -1.2% | +6.5% | +5.8% |
| 3M | +51.6% | +15.8% | +35.8% | +43.2% |
| 6M | +61.3% | +18.2% | +43.1% | +51.0% |
| YTD | +59.3% | +37.2% | +22.1% | +40.1% |
| 1Y | +38.3% | +30.4% | +7.9% | +23.8% |
| 3Y | +185.9% | +96.7% | +89.2% | +110.9% |
| All | +161.6% | +66.8% | +94.8% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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