+207.9%
PDD vs HALO
+535.5%
-327.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -4.1% | +4.6% | -8.7% | -5.3% |
| 30D | -9.6% | +31.8% | -41.4% | -16.7% |
| 3M | -4.3% | +53.9% | -58.2% | -15.7% |
| 6M | -18.8% | +57.4% | -76.1% | -29.2% |
| YTD | -27.5% | +63.7% | -91.2% | -37.8% |
| 1Y | -33.6% | +50.1% | -83.8% | -41.8% |
| 3Y | -20.4% | +157.3% | -177.7% | -46.1% |
| 5Y | -19.6% | +161.0% | -180.6% | -48.5% |
| All | +207.9% | +535.5% | -327.6% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling