+160.1%
HALO vs RL
+233.3%
-73.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.2% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +4.6% | -17.5% | +22.2% | +8.5% |
| 3M | +50.2% | -14.0% | +64.2% | +54.1% |
| 6M | +57.6% | -2.0% | +59.6% | +56.9% |
| YTD | +59.6% | -4.6% | +64.2% | +59.2% |
| 1Y | +41.2% | +9.5% | +31.7% | +36.5% |
| 3Y | +178.9% | +200.5% | -21.6% | +103.8% |
| 5Y | +160.1% | +226.3% | -66.2% | +80.9% |
| All | +160.1% | +233.3% | -73.2% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling