+2,422.4%
HALO vs DGX
+710.2%
+1,712.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.8% |
| 7D | -2.7% | -0.9% | -1.8% | -2.2% |
| 30D | +5.3% | -1.2% | +6.5% | +6.0% |
| 3M | +51.6% | +15.8% | +35.8% | +38.8% |
| 6M | +61.3% | +18.2% | +43.1% | +45.4% |
| YTD | +59.3% | +37.2% | +22.1% | +30.6% |
| 1Y | +38.3% | +30.4% | +7.9% | +16.3% |
| 3Y | +185.9% | +96.7% | +89.2% | +83.2% |
| 5Y | +159.9% | +67.2% | +92.8% | +79.8% |
| 10Y | +965.6% | +253.9% | +711.7% | +308.1% |
| All | +2,422.4% | +710.2% | +1,712.1% | +469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling