+42.5%
HALO vs RACE
-4.6%
+47.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.5% |
| 7D | -18.1% | -4.0% | -14.1% | -17.4% |
| 30D | -8.2% | +3.5% | -11.7% | -8.6% |
| 3M | -1.1% | -0.4% | -0.7% | -0.9% |
| 6M | +41.9% | +23.2% | +18.8% | +37.7% |
| YTD | +49.6% | +11.0% | +38.6% | +44.1% |
| 1Y | +42.5% | -2.2% | +44.8% | +31.5% |
| All | +42.5% | -4.6% | +47.1% | +31.5% |
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