+2,966.8%
HALO vs DOC
+183.1%
+2,783.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | 0.0% |
| 7D | +0.2% | +8.7% | -8.5% | -3.4% |
| 30D | +20.3% | +7.6% | +12.7% | +16.3% |
| 3M | +56.6% | -5.3% | +61.9% | +59.8% |
| 6M | +101.9% | +27.6% | +74.3% | +79.2% |
| YTD | +93.7% | +32.4% | +61.3% | +68.5% |
| 1Y | +91.5% | +22.9% | +68.7% | +72.0% |
| 3Y | +266.3% | +43.1% | +223.2% | +201.9% |
| 5Y | +223.9% | -21.4% | +245.3% | +241.6% |
| 10Y | +1,440.7% | +16.8% | +1,423.8% | +1,121.2% |
| All | +2,966.8% | +183.1% | +2,783.8% | +1,248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling