+1,068.3%
HALO vs DOC
+15.7%
+1,052.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.4% | -15.9% |
| 7D | -20.8% | +6.5% | -27.3% | -22.4% |
| 30D | -6.5% | +9.2% | -15.6% | -9.1% |
| 3M | +20.8% | -2.5% | +23.3% | +21.6% |
| 6M | +56.2% | +7.1% | +49.1% | +52.5% |
| YTD | +54.0% | +33.0% | +21.0% | +39.5% |
| 1Y | +51.5% | +23.3% | +28.3% | +40.5% |
| 3Y | +193.9% | +44.9% | +149.0% | +156.3% |
| 5Y | +154.6% | -21.6% | +176.2% | +163.4% |
| All | +1,068.3% | +15.7% | +1,052.6% | +1,003.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling