+967.5%
HALO vs RACE
+783.2%
+184.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.5% |
| 7D | -2.1% | -2.6% | +0.6% | -1.1% |
| 30D | +4.6% | -1.1% | +5.7% | +5.0% |
| 3M | +50.2% | +12.5% | +37.7% | +43.6% |
| 6M | +57.6% | +17.4% | +40.2% | +47.7% |
| YTD | +59.6% | +10.1% | +49.4% | +52.2% |
| 1Y | +41.2% | -15.1% | +56.3% | +46.9% |
| 3Y | +178.9% | +38.9% | +139.9% | +129.8% |
| 5Y | +160.1% | +90.7% | +69.4% | +82.6% |
| 10Y | +967.5% | +801.8% | +165.6% | +331.9% |
| All | +967.5% | +783.2% | +184.3% | +331.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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