+91.5%
HALO vs RL
+34.3%
+57.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.1% | +0.9% |
| 7D | +0.2% | +5.8% | -5.5% | -0.3% |
| 30D | +20.3% | +12.7% | +7.6% | +19.0% |
| 3M | +56.6% | +9.3% | +47.3% | +54.9% |
| 6M | +101.9% | +16.9% | +84.9% | +98.4% |
| YTD | +93.7% | +17.5% | +76.2% | +88.2% |
| 1Y | +91.5% | +34.6% | +56.9% | +76.7% |
| All | +91.5% | +34.3% | +57.2% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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