+186.4%
HALO vs RL
+198.9%
-12.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +4.6% | -17.5% | +22.2% | +7.0% |
| 3M | +50.2% | -14.0% | +64.2% | +52.6% |
| 6M | +57.6% | -2.0% | +59.6% | +57.1% |
| YTD | +59.6% | -4.6% | +64.2% | +59.3% |
| 1Y | +41.2% | +9.5% | +31.7% | +38.1% |
| All | +186.4% | +198.9% | -12.5% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling