+874.5%
HALO vs RBA
+195.3%
+679.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -3.4% | -3.3% | -0.1% | -2.4% |
| 30D | +4.3% | -9.8% | +14.1% | +7.5% |
| 3M | +51.8% | -23.5% | +75.2% | +63.4% |
| 6M | +57.8% | -21.5% | +79.3% | +68.3% |
| YTD | +59.0% | -21.2% | +80.2% | +68.5% |
| 1Y | +41.2% | -30.2% | +71.4% | +55.1% |
| 3Y | +177.8% | +25.3% | +152.5% | +147.3% |
| 5Y | +159.5% | +35.1% | +124.4% | +117.2% |
| All | +874.5% | +195.3% | +679.2% | +434.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling