-38.1%
PDD vs HALO
+41.1%
-79.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.4% | -2.7% | -2.6% | -5.1% |
| 30D | -12.6% | +5.3% | -17.9% | -13.1% |
| 3M | -4.3% | +51.6% | -55.9% | -8.8% |
| 6M | -24.4% | +61.3% | -85.7% | -28.8% |
| YTD | -31.4% | +59.3% | -90.7% | -35.4% |
| 1Y | -38.1% | +38.3% | -76.4% | -42.8% |
| All | -38.1% | +41.1% | -79.2% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling