+159.5%
HALO vs RGEN
-44.2%
+203.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -3.4% | -2.9% | -0.5% | -2.8% |
| 30D | +4.3% | -0.1% | +4.3% | +4.2% |
| 3M | +51.8% | +25.9% | +25.8% | +43.8% |
| 6M | +57.8% | +35.2% | +22.6% | +46.4% |
| YTD | +59.0% | +0.5% | +58.5% | +56.8% |
| 1Y | +41.2% | +37.0% | +4.2% | +29.6% |
| 3Y | +177.8% | +2.0% | +175.8% | +160.4% |
| 5Y | +159.5% | -44.2% | +203.6% | +160.0% |
| All | +159.5% | -44.2% | +203.7% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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