+161.6%
HALO vs RNG
-68.4%
+230.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.7% | -6.1% | +3.4% | -1.8% |
| 30D | +5.3% | +9.6% | -4.3% | +3.8% |
| 3M | +51.6% | +83.3% | -31.8% | +37.4% |
| 6M | +61.3% | +77.9% | -16.7% | +45.4% |
| YTD | +59.3% | +139.9% | -80.6% | +34.4% |
| 1Y | +38.3% | +121.7% | -83.4% | +17.7% |
| 3Y | +185.9% | +121.9% | +64.0% | +134.4% |
| All | +161.6% | -68.4% | +230.0% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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