+95.3%
DOCU vs HALO
+441.1%
-345.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -15.7% | +14.1% | +3.9% |
| 7D | -5.5% | -20.8% | +15.3% | +2.1% |
| 30D | +12.6% | -6.5% | +19.1% | +14.6% |
| 3M | +36.4% | +20.8% | +15.6% | +25.1% |
| 6M | +66.8% | +56.2% | +10.6% | +38.0% |
| YTD | +13.5% | +54.0% | -40.5% | -6.6% |
| 1Y | +11.3% | +51.5% | -40.2% | -8.3% |
| 3Y | +92.1% | +193.9% | -101.8% | +6.7% |
| 5Y | -71.0% | +154.6% | -225.5% | -82.9% |
| All | +95.3% | +441.1% | -345.8% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling