+2,492.7%
HALO vs RL
+1,330.2%
+1,162.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.2% |
| 7D | +4.6% | -0.8% | +5.4% | +4.8% |
| 30D | +31.8% | -7.8% | +39.6% | +35.3% |
| 3M | +53.9% | -4.0% | +57.9% | +55.0% |
| 6M | +57.4% | -1.9% | +59.3% | +55.9% |
| YTD | +63.7% | -0.2% | +63.9% | +60.5% |
| 1Y | +50.1% | +10.7% | +39.4% | +41.0% |
| 3Y | +157.3% | +210.8% | -53.4% | +56.2% |
| 5Y | +161.0% | +238.2% | -77.2% | +45.9% |
| 10Y | +1,018.7% | +313.4% | +705.3% | +395.6% |
| All | +2,492.7% | +1,330.2% | +1,162.6% | +790.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling