+874.5%
HALO vs RCAT
-98.5%
+973.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.4% |
| 7D | -3.4% | -5.4% | +2.0% | -3.4% |
| 30D | +4.3% | -24.2% | +28.5% | +4.5% |
| 3M | +51.8% | -25.8% | +77.6% | +52.0% |
| 6M | +57.8% | -44.9% | +102.7% | +58.2% |
| YTD | +59.0% | +1.9% | +57.1% | +58.4% |
| 1Y | +41.2% | -5.2% | +46.3% | +40.5% |
| 3Y | +177.8% | +759.6% | -581.7% | +169.1% |
| 5Y | +159.5% | +187.5% | -28.1% | +152.0% |
| All | +874.5% | -98.5% | +973.0% | +741.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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