+186.4%
HALO vs RCAT
+738.1%
-551.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.6% | -0.7% |
| 7D | -2.1% | -2.3% | +0.2% | -2.0% |
| 30D | +4.6% | -18.7% | +23.3% | +5.0% |
| 3M | +50.2% | -29.3% | +79.5% | +51.0% |
| 6M | +57.6% | -42.3% | +99.9% | +58.4% |
| YTD | +59.6% | +2.5% | +57.0% | +57.8% |
| 1Y | +41.2% | -5.7% | +46.9% | +38.9% |
| All | +186.4% | +738.1% | -551.8% | +174.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling