+160.1%
HALO vs RCAT
+184.3%
-24.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.6% | -0.6% |
| 7D | -2.1% | -2.3% | +0.2% | -2.0% |
| 30D | +4.6% | -18.7% | +23.3% | +5.3% |
| 3M | +50.2% | -29.3% | +79.5% | +51.5% |
| 6M | +57.6% | -42.3% | +99.9% | +58.9% |
| YTD | +59.6% | +2.5% | +57.0% | +56.8% |
| 1Y | +41.2% | -5.7% | +46.9% | +37.8% |
| 3Y | +178.9% | +764.9% | -586.0% | +136.2% |
| 5Y | +160.1% | +182.3% | -22.2% | +124.4% |
| All | +160.1% | +184.3% | -24.2% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling