+248.7%
HALO vs DOC
+43.2%
+205.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.4% | -5.6% |
| 7D | -6.3% | +6.2% | -12.5% | -8.0% |
| 30D | +12.1% | +6.5% | +5.6% | +9.8% |
| 3M | +47.1% | -6.2% | +53.3% | +49.8% |
| 6M | +86.7% | +25.6% | +61.1% | +73.2% |
| YTD | +82.7% | +32.1% | +50.6% | +65.8% |
| 1Y | +80.0% | +20.3% | +59.7% | +69.0% |
| All | +248.7% | +43.2% | +205.6% | +202.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling