-38.7%
DOCS vs HALO
+139.8%
-178.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -15.7% | +13.7% | +3.3% |
| 7D | -0.8% | -20.8% | +20.1% | +7.0% |
| 30D | +17.4% | -6.5% | +23.9% | +19.4% |
| 3M | +57.4% | +20.8% | +36.5% | +47.1% |
| 6M | +26.5% | +56.2% | -29.6% | +9.6% |
| YTD | -26.6% | +54.0% | -80.6% | -37.0% |
| 1Y | -48.1% | +51.5% | -99.6% | -55.3% |
| 3Y | +52.6% | +193.9% | -141.3% | -7.2% |
| 5Y | -52.1% | +154.6% | -206.6% | -70.5% |
| All | -38.7% | +139.8% | -178.5% | -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