+625.0%
HALO vs RL
+337.1%
+288.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -3.2% | +2.6% | -5.8% | -3.8% |
| 30D | -14.2% | +2.9% | -17.1% | -14.7% |
| 3M | -0.4% | 0.0% | -0.4% | -0.5% |
| 6M | +43.2% | +17.1% | +26.1% | +37.5% |
| YTD | +49.0% | +10.1% | +38.9% | +44.3% |
| 1Y | +40.8% | +17.3% | +23.5% | +34.4% |
| 3Y | +167.4% | +249.3% | -81.9% | +92.8% |
| 5Y | +157.4% | +240.9% | -83.5% | +81.7% |
| All | +625.0% | +337.1% | +288.0% | +396.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling