+167.4%
HALO vs RCAT
+331.8%
-164.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.3% |
| 7D | -3.2% | -5.9% | +2.7% | -3.2% |
| 30D | -14.2% | -19.7% | +5.5% | -13.8% |
| 3M | -0.4% | -62.9% | +62.5% | +1.5% |
| 6M | +43.2% | -59.6% | +102.8% | +45.1% |
| YTD | +49.0% | -52.1% | +101.1% | +49.5% |
| 1Y | +40.8% | -50.9% | +91.8% | +40.9% |
| 3Y | +167.4% | +333.8% | -166.4% | +167.9% |
| All | +167.4% | +331.8% | -164.4% | +167.9% |
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