-50.3%
DOCS vs HALO
+155.0%
-205.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | -1.4% | +4.6% | -6.0% | -3.0% |
| 30D | +21.8% | +31.8% | -10.0% | +11.6% |
| 3M | +27.3% | +53.9% | -26.6% | +11.4% |
| 6M | -0.3% | +57.4% | -57.7% | -13.6% |
| YTD | -40.5% | +63.7% | -104.2% | -49.5% |
| 1Y | -61.5% | +50.1% | -111.7% | -66.6% |
| 3Y | +8.2% | +157.3% | -149.2% | -28.7% |
| 5Y | -73.4% | +161.0% | -234.4% | -83.1% |
| All | -50.3% | +155.0% | -205.3% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling