+167.4%
HALO vs RACE
+24.7%
+142.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -3.2% | -1.2% | -2.0% | -3.0% |
| 30D | -14.2% | +6.1% | -20.3% | -15.2% |
| 3M | -0.4% | -0.3% | -0.1% | -0.4% |
| 6M | +43.2% | +23.4% | +19.8% | +36.7% |
| YTD | +49.0% | +12.5% | +36.5% | +44.4% |
| 1Y | +40.8% | -0.5% | +41.3% | +40.3% |
| 3Y | +167.4% | +23.6% | +143.8% | +134.5% |
| All | +167.4% | +24.7% | +142.7% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling