+87.1%
DOCN vs HALO
+137.9%
-50.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -12.1% | -19.9% | +7.8% | -5.0% |
| 30D | -41.0% | -6.7% | -34.3% | -40.2% |
| 3M | -38.7% | +0.4% | -39.1% | -39.9% |
| 6M | -51.5% | +60.6% | -112.1% | -61.6% |
| YTD | +65.3% | +53.0% | +12.2% | +32.8% |
| 1Y | +53.9% | +51.4% | +2.5% | +23.8% |
| 3Y | +215.6% | +176.5% | +39.1% | +67.6% |
| 5Y | -26.2% | +169.7% | -195.9% | -62.5% |
| All | +87.1% | +137.9% | -50.8% | -9.3% |
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