+191.5%
PDD vs HALO
+517.1%
-325.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.6% | -3.4% | -1.2% | -3.7% |
| 30D | -14.0% | +4.3% | -18.3% | -15.0% |
| 3M | -4.9% | +51.8% | -56.6% | -15.9% |
| 6M | -25.8% | +57.8% | -83.6% | -35.4% |
| YTD | -31.4% | +59.0% | -90.3% | -40.6% |
| 1Y | -37.6% | +41.2% | -78.7% | -44.3% |
| 3Y | -18.4% | +177.8% | -196.2% | -46.7% |
| 5Y | -25.0% | +159.5% | -184.4% | -52.1% |
| All | +191.5% | +517.1% | -325.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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