+459.9%
DDOG vs HALO
+558.8%
-99.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -6.1% | +0.5% | -6.6% | -6.3% |
| 30D | -10.1% | +5.0% | -15.2% | -11.6% |
| 3M | -9.3% | +53.1% | -62.4% | -20.5% |
| 6M | +67.2% | +60.8% | +6.4% | +43.4% |
| YTD | +54.6% | +60.9% | -6.3% | +31.9% |
| 1Y | +54.1% | +42.8% | +11.3% | +35.9% |
| 3Y | +115.3% | +181.3% | -66.0% | +36.3% |
| 5Y | +50.6% | +157.6% | -106.9% | -5.0% |
| All | +459.9% | +558.8% | -99.0% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling