+850.4%
HALO vs RNG
+305.9%
+544.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | -2.1% | -4.1% | +2.0% | -1.2% |
| 30D | +4.6% | +8.6% | -4.0% | +2.5% |
| 3M | +50.2% | +78.0% | -27.7% | +29.7% |
| 6M | +57.6% | +67.0% | -9.4% | +35.9% |
| YTD | +59.6% | +142.4% | -82.9% | +22.3% |
| 1Y | +41.2% | +120.4% | -79.3% | +10.0% |
| 3Y | +178.9% | +122.1% | +56.7% | +105.1% |
| 5Y | +160.1% | -69.8% | +229.9% | +202.5% |
| 10Y | +967.5% | +223.4% | +744.1% | +306.2% |
| All | +850.4% | +305.9% | +544.5% | +252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling