+13.7%
DOCU vs HALO
+92.7%
-79.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.1% |
| 7D | -3.7% | +0.2% | -3.9% | -3.7% |
| 30D | +15.0% | +20.3% | -5.4% | +14.2% |
| 3M | +39.9% | +56.6% | -16.7% | +37.2% |
| 6M | +66.2% | +101.9% | -35.7% | +66.7% |
| YTD | +17.7% | +93.7% | -76.0% | +21.9% |
| 1Y | +13.7% | +91.5% | -77.9% | +19.5% |
| All | +13.7% | +92.7% | -79.0% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling