+625.0%
HALO vs RBA
+207.2%
+417.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -3.2% | +1.7% | -5.0% | -3.7% |
| 30D | -14.2% | +8.3% | -22.5% | -16.2% |
| 3M | -0.4% | +10.5% | -10.9% | -3.6% |
| 6M | +43.2% | -5.9% | +49.0% | +44.2% |
| YTD | +49.0% | -6.9% | +55.9% | +49.7% |
| 1Y | +40.8% | -4.9% | +45.7% | +40.4% |
| 3Y | +167.4% | +64.5% | +102.9% | +120.6% |
| 5Y | +157.4% | +46.1% | +111.3% | +113.5% |
| All | +625.0% | +207.2% | +417.9% | +337.6% |
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