+2,417.6%
HALO vs DVA
+1,115.6%
+1,302.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | 0.0% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | +4.3% | +1.7% | +2.6% | +3.5% |
| 3M | +51.8% | -8.7% | +60.4% | +55.3% |
| 6M | +57.8% | +19.7% | +38.1% | +42.4% |
| YTD | +59.0% | +59.6% | -0.6% | +25.3% |
| 1Y | +41.2% | +37.1% | +4.1% | +18.3% |
| 3Y | +177.8% | +89.8% | +88.1% | +90.6% |
| 5Y | +159.5% | +47.4% | +112.1% | +86.4% |
| 10Y | +963.6% | +184.9% | +778.7% | +355.9% |
| All | +2,417.6% | +1,115.6% | +1,302.0% | +505.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling