+40.8%
HALO vs RBA
-5.8%
+46.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -3.2% | +1.7% | -5.0% | -3.5% |
| 30D | -14.2% | +8.3% | -22.5% | -15.0% |
| 3M | -0.4% | +10.5% | -10.9% | -1.7% |
| 6M | +43.2% | -5.9% | +49.0% | +43.8% |
| YTD | +49.0% | -6.9% | +55.9% | +52.7% |
| 1Y | +40.8% | -4.9% | +45.7% | +44.5% |
| All | +40.8% | -5.8% | +46.7% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling