+160.1%
HALO vs RBA
+39.8%
+120.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | +4.6% | -13.0% | +17.6% | +7.9% |
| 3M | +50.2% | -23.1% | +73.3% | +58.5% |
| 6M | +57.6% | -22.6% | +80.2% | +65.8% |
| YTD | +59.6% | -20.4% | +80.0% | +66.3% |
| 1Y | +41.2% | -29.6% | +70.8% | +51.3% |
| 3Y | +178.9% | +26.6% | +152.3% | +156.1% |
| 5Y | +160.1% | +38.2% | +121.9% | +124.3% |
| All | +160.1% | +39.8% | +120.3% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling