+19.8%
DDOG vs HALO
+92.7%
-72.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.3% | -15.8% | -14.3% |
| 7D | -32.2% | +0.2% | -32.5% | -32.2% |
| 30D | -31.7% | +20.3% | -52.1% | -30.6% |
| 3M | -34.5% | +56.6% | -91.1% | -32.9% |
| 6M | +28.7% | +101.9% | -73.2% | +31.4% |
| YTD | +38.8% | +93.7% | -54.9% | +41.7% |
| 1Y | +19.8% | +91.5% | -71.7% | +23.6% |
| All | +19.8% | +92.7% | -72.9% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling