+41.2%
HALO vs RCAT
-7.4%
+48.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.4% |
| 7D | -3.4% | -5.4% | +2.0% | -3.3% |
| 30D | +4.3% | -24.2% | +28.5% | +4.6% |
| 3M | +51.8% | -25.8% | +77.6% | +52.0% |
| 6M | +57.8% | -44.9% | +102.7% | +57.9% |
| YTD | +59.0% | +1.9% | +57.1% | +57.3% |
| 1Y | +41.2% | -5.2% | +46.3% | +37.7% |
| All | +41.2% | -7.4% | +48.6% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling