+168.5%
HALO vs RL
+254.6%
-86.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -18.1% | +2.4% | -20.5% | -18.4% |
| 30D | -8.2% | +4.6% | -12.7% | -8.6% |
| 3M | -1.1% | -1.1% | 0.0% | -1.0% |
| 6M | +41.9% | +16.5% | +25.4% | +38.7% |
| YTD | +49.6% | +11.4% | +38.2% | +46.6% |
| 1Y | +42.5% | +16.1% | +26.4% | +38.7% |
| All | +168.5% | +254.6% | -86.2% | +107.0% |
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