-38.8%
DOCS vs HALO
+138.3%
-177.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -0.6% | -19.9% | +19.4% | +6.8% |
| 30D | +6.3% | -6.7% | +13.0% | +8.2% |
| 3M | +26.5% | +0.4% | +26.1% | +25.1% |
| 6M | +24.8% | +60.6% | -35.8% | +7.2% |
| YTD | -26.8% | +53.0% | -79.8% | -37.0% |
| 1Y | -38.3% | +51.4% | -89.7% | -46.9% |
| 3Y | +36.0% | +176.5% | -140.4% | -14.6% |
| 5Y | -55.0% | +169.7% | -224.7% | -73.0% |
| All | -38.8% | +138.3% | -177.2% | -64.6% |
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 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