+45.0%
HALO vs RACE
+0.7%
+44.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -22.0% | -3.9% | -18.1% | -21.3% |
| 30D | -8.5% | +6.8% | -15.3% | -9.4% |
| 3M | -0.9% | +1.3% | -2.3% | -1.1% |
| 6M | +53.1% | +26.3% | +26.8% | +47.8% |
| YTD | +51.1% | +13.8% | +37.3% | +44.8% |
| 1Y | +45.0% | -0.5% | +45.4% | +32.7% |
| All | +45.0% | +0.7% | +44.3% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling