+2,492.7%
HALO vs RBA
+1,299.0%
+1,193.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +4.6% | -2.9% | +7.5% | +5.8% |
| 30D | +31.8% | -12.3% | +44.1% | +38.6% |
| 3M | +53.9% | -20.5% | +74.4% | +66.8% |
| 6M | +57.4% | -18.5% | +75.9% | +68.4% |
| YTD | +63.7% | -18.2% | +82.0% | +73.8% |
| 1Y | +50.1% | -27.5% | +77.6% | +66.7% |
| 3Y | +157.3% | +38.1% | +119.3% | +113.1% |
| 5Y | +161.0% | +44.8% | +116.2% | +102.4% |
| 10Y | +1,018.7% | +187.1% | +831.5% | +496.8% |
| All | +2,492.7% | +1,299.0% | +1,193.7% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling