+52.6%
DOCS vs HALO
+193.0%
-140.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -15.7% | +13.7% | +1.7% |
| 7D | -0.8% | -20.8% | +20.1% | +4.6% |
| 30D | +17.4% | -6.5% | +23.9% | +18.9% |
| 3M | +57.4% | +20.8% | +36.5% | +50.3% |
| 6M | +26.5% | +56.2% | -29.6% | +17.1% |
| YTD | -26.6% | +54.0% | -80.6% | -32.4% |
| 1Y | -48.1% | +51.5% | -99.6% | -52.1% |
| 3Y | +52.6% | +193.9% | -141.3% | +21.7% |
| All | +52.6% | +193.0% | -140.4% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling