+876.3%
HALO vs DVA
+187.8%
+688.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | +5.3% | 0.0% | +5.3% | +5.3% |
| 3M | +51.6% | -10.9% | +62.5% | +54.3% |
| 6M | +61.3% | +17.3% | +44.0% | +53.9% |
| YTD | +59.3% | +59.8% | -0.5% | +41.2% |
| 1Y | +38.3% | +36.3% | +2.0% | +26.8% |
| 3Y | +185.9% | +88.6% | +97.3% | +137.9% |
| 5Y | +159.9% | +47.5% | +112.4% | +123.6% |
| All | +876.3% | +187.8% | +688.5% | +577.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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