+45.0%
HALO vs DOC
+22.3%
+22.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -22.0% | +1.0% | -23.0% | -22.2% |
| 30D | -8.5% | +8.1% | -16.6% | -9.9% |
| 3M | -0.9% | +0.9% | -1.8% | -1.1% |
| 6M | +53.1% | +6.3% | +46.8% | +52.0% |
| YTD | +51.1% | +33.8% | +17.3% | +40.9% |
| 1Y | +45.0% | +21.6% | +23.3% | +40.6% |
| All | +45.0% | +22.3% | +22.7% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling