+2,259.3%
HALO vs RL
+1,477.6%
+781.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -3.2% | +2.6% | -5.8% | -4.2% |
| 30D | -14.2% | +2.9% | -17.1% | -15.1% |
| 3M | -0.4% | 0.0% | -0.4% | -0.7% |
| 6M | +43.2% | +17.1% | +26.1% | +33.7% |
| YTD | +49.0% | +10.1% | +38.9% | +40.9% |
| 1Y | +40.8% | +17.3% | +23.5% | +30.0% |
| 3Y | +167.4% | +249.3% | -81.9% | +55.9% |
| 5Y | +157.4% | +240.9% | -83.5% | +45.0% |
| 10Y | +697.1% | +337.3% | +359.8% | +247.0% |
| All | +2,259.3% | +1,477.6% | +781.7% | +682.4% |
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 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