+156.6%
HALO vs DOC
-24.5%
+181.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +4.6% | -1.5% | +6.1% | +5.1% |
| 30D | +31.8% | -4.8% | +36.6% | +34.1% |
| 3M | +53.9% | +6.9% | +47.0% | +50.3% |
| 6M | +57.4% | +20.7% | +36.6% | +46.2% |
| YTD | +63.7% | +34.1% | +29.6% | +45.6% |
| 1Y | +50.1% | +22.6% | +27.5% | +37.8% |
| 3Y | +157.3% | +20.8% | +136.5% | +133.3% |
| All | +156.6% | -24.5% | +181.1% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling