+727.9%
HALO vs RACE
+647.6%
+80.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +4.6% | -2.5% | +7.1% | +5.6% |
| 30D | +31.8% | +0.8% | +31.0% | +31.4% |
| 3M | +53.9% | +17.2% | +36.7% | +44.5% |
| 6M | +57.4% | +13.6% | +43.8% | +48.8% |
| YTD | +63.7% | +12.2% | +51.5% | +54.6% |
| 1Y | +50.1% | -16.3% | +66.4% | +57.3% |
| 3Y | +157.3% | +36.4% | +120.9% | +112.5% |
| 5Y | +161.0% | +95.0% | +66.0% | +79.6% |
| 10Y | +1,018.7% | +813.2% | +205.4% | +259.7% |
| All | +727.9% | +647.6% | +80.3% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling