+41.2%
HALO vs RL
+9.4%
+31.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.4% | -2.2% | -1.2% | -3.2% |
| 30D | +4.3% | -15.3% | +19.6% | +5.7% |
| 3M | +51.8% | -10.3% | +62.1% | +52.7% |
| 6M | +57.8% | -2.2% | +60.0% | +57.2% |
| YTD | +59.0% | -4.3% | +63.3% | +57.6% |
| 1Y | +41.2% | +8.9% | +32.3% | +36.4% |
| All | +41.2% | +9.4% | +31.8% | +36.4% |
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