+489.1%
DDOG vs HALO
+552.1%
-63.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.9% | -2.7% | +6.6% | +4.7% |
| 30D | -8.2% | +5.3% | -13.5% | -9.7% |
| 3M | -5.6% | +51.6% | -57.1% | -17.1% |
| 6M | +73.5% | +61.3% | +12.3% | +48.6% |
| YTD | +62.7% | +59.3% | +3.4% | +39.1% |
| 1Y | +59.0% | +38.3% | +20.7% | +41.6% |
| 3Y | +117.1% | +185.9% | -68.7% | +36.4% |
| 5Y | +61.3% | +159.9% | -98.7% | +1.2% |
| All | +489.1% | +552.1% | -63.0% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling