+708.3%
HALO vs DOC
+23.6%
+684.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -22.0% | +1.0% | -23.0% | -22.3% |
| 30D | -8.5% | +8.1% | -16.6% | -10.9% |
| 3M | -0.9% | +0.9% | -1.8% | -1.4% |
| 6M | +53.1% | +6.3% | +46.8% | +49.7% |
| YTD | +51.1% | +33.8% | +17.3% | +36.1% |
| 1Y | +45.0% | +21.6% | +23.3% | +34.7% |
| 3Y | +173.0% | +53.4% | +119.6% | +132.8% |
| 5Y | +163.6% | -21.0% | +184.6% | +172.9% |
| 10Y | +708.3% | +22.5% | +685.8% | +577.8% |
| All | +708.3% | +23.6% | +684.7% | +577.8% |
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