-54.2%
DOCS vs HALO
+155.8%
-210.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -15.7% | +13.7% | +3.3% |
| 7D | -0.8% | -20.8% | +20.1% | +6.9% |
| 30D | +17.4% | -6.5% | +23.9% | +19.4% |
| 3M | +57.4% | +20.8% | +36.5% | +47.3% |
| 6M | +26.5% | +56.2% | -29.6% | +9.9% |
| YTD | -26.6% | +54.0% | -80.6% | -36.8% |
| 1Y | -48.1% | +51.5% | -99.6% | -55.1% |
| 3Y | +52.6% | +193.9% | -141.3% | -6.6% |
| All | -54.2% | +155.8% | -210.0% | -73.2% |
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