-27.5%
DOCN vs HALO
+156.0%
-183.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | +19.1% | -3.2% | +22.3% | +20.5% |
| 30D | -21.0% | -14.2% | -6.9% | -16.9% |
| 3M | -34.7% | -0.4% | -34.4% | -35.9% |
| 6M | -45.8% | +43.2% | -89.0% | -54.9% |
| YTD | +79.4% | +49.0% | +30.4% | +45.0% |
| 1Y | +91.0% | +40.8% | +50.2% | +57.8% |
| 3Y | +237.5% | +167.4% | +70.1% | +76.6% |
| All | -27.5% | +156.0% | -183.5% | -67.9% |
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 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