-10.3%
DOCU vs HALO
+47.3%
-57.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.7% |
| 7D | +6.9% | +4.6% | +2.3% | +6.7% |
| 30D | +19.0% | +31.8% | -12.8% | +17.6% |
| 3M | +34.3% | +53.9% | -19.6% | +34.1% |
| 6M | +48.0% | +57.4% | -9.4% | +48.3% |
| YTD | 0.0% | +63.7% | -63.7% | +2.6% |
| 1Y | -10.3% | +50.1% | -60.4% | -6.4% |
| All | -10.3% | +47.3% | -57.5% | -6.4% |
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