-26.0%
HAL vs DOCU
+111.8%
-137.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -7.7% | -3.7% | -4.0% | -7.4% |
| 30D | +0.7% | +15.0% | -14.3% | -0.6% |
| 3M | +2.5% | +39.9% | -37.5% | -0.8% |
| 6M | -20.7% | +66.2% | -86.8% | -24.7% |
| YTD | +18.4% | +17.7% | +0.7% | +15.6% |
| 1Y | +25.6% | +13.7% | +11.9% | +23.0% |
| 3Y | -12.3% | +95.9% | -108.2% | -20.1% |
| 5Y | +48.4% | -71.7% | +120.0% | +52.6% |
| All | -26.0% | +111.8% | -137.8% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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