+61.7%
DDOG vs HALO
+157.2%
-95.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +3.2% | -3.4% | +6.6% | +4.0% |
| 30D | -10.2% | +4.3% | -14.4% | -11.2% |
| 3M | -2.6% | +51.8% | -54.4% | -12.7% |
| 6M | +80.1% | +57.8% | +22.3% | +59.0% |
| YTD | +63.0% | +59.0% | +4.1% | +43.0% |
| 1Y | +59.4% | +41.2% | +18.2% | +44.0% |
| 3Y | +127.0% | +177.8% | -50.8% | +47.3% |
| 5Y | +61.7% | +159.5% | -97.8% | -0.4% |
| All | +61.7% | +157.2% | -95.5% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling