-69.7%
DOCU vs HALO
+159.3%
-229.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +1.6% | -18.1% | +19.7% | +7.8% |
| 30D | +10.8% | -8.2% | +19.0% | +13.2% |
| 3M | +38.0% | -1.1% | +39.1% | +36.8% |
| 6M | +77.4% | +41.9% | +35.5% | +54.3% |
| YTD | +17.2% | +49.6% | -32.4% | -1.2% |
| 1Y | +15.6% | +42.5% | -27.0% | -1.2% |
| 3Y | +95.6% | +170.3% | -74.7% | +8.8% |
| 5Y | -69.7% | +158.4% | -228.1% | -84.8% |
| All | -69.7% | +159.3% | -229.0% | -84.8% |
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