-76.5%
DOCU vs HALO
+162.4%
-238.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +6.9% | +4.6% | +2.3% | +5.3% |
| 30D | +19.0% | +31.8% | -12.8% | +7.8% |
| 3M | +34.3% | +53.9% | -19.6% | +15.3% |
| 6M | +48.0% | +57.4% | -9.4% | +25.1% |
| YTD | 0.0% | +63.7% | -63.7% | -17.2% |
| 1Y | -10.3% | +50.1% | -60.4% | -23.8% |
| 3Y | +32.4% | +157.3% | -124.9% | -20.9% |
| All | -76.5% | +162.4% | -238.9% | -88.1% |
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