+94.9%
DOCU vs HALO
+171.2%
-76.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +1.6% | -18.1% | +19.7% | +3.9% |
| 30D | +10.8% | -8.2% | +19.0% | +11.8% |
| 3M | +38.0% | -1.1% | +39.1% | +37.8% |
| 6M | +77.4% | +41.9% | +35.5% | +69.5% |
| YTD | +17.2% | +49.6% | -32.4% | +10.9% |
| 1Y | +15.6% | +42.5% | -27.0% | +10.1% |
| All | +94.9% | +171.2% | -76.3% | +64.9% |
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