+72.2%
DOCU vs HALO
+475.4%
-403.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +6.9% | +4.6% | +2.3% | +5.1% |
| 30D | +19.0% | +31.8% | -12.8% | +6.8% |
| 3M | +34.3% | +53.9% | -19.6% | +13.6% |
| 6M | +48.0% | +57.4% | -9.4% | +23.1% |
| YTD | 0.0% | +63.7% | -63.7% | -18.7% |
| 1Y | -10.3% | +50.1% | -60.4% | -25.1% |
| 3Y | +32.4% | +157.3% | -124.9% | -20.3% |
| 5Y | -77.9% | +161.0% | -238.9% | -87.0% |
| All | +72.2% | +475.4% | -403.2% | -32.5% |
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