+169.7%
HALO vs RACE
+69.7%
+100.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | -19.9% | +0.2% | -20.2% | -19.9% |
| 30D | -6.7% | +6.6% | -13.4% | -8.3% |
| 3M | +0.4% | +2.2% | -1.9% | -0.3% |
| 6M | +60.6% | +22.4% | +38.2% | +51.1% |
| YTD | +53.0% | +13.8% | +39.2% | +46.2% |
| 1Y | +51.4% | +2.2% | +49.2% | +49.3% |
| 3Y | +176.5% | +25.6% | +150.8% | +141.6% |
| 5Y | +169.7% | +71.0% | +98.7% | +100.7% |
| All | +169.7% | +69.7% | +100.1% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling