+159.5%
HALO vs RRC
+150.0%
+9.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.4% | -1.2% | -2.2% | -3.3% |
| 30D | +4.3% | +3.0% | +1.3% | +3.9% |
| 3M | +51.8% | +7.3% | +44.5% | +50.3% |
| 6M | +57.8% | +3.6% | +54.2% | +56.5% |
| YTD | +59.0% | +19.4% | +39.6% | +54.4% |
| 1Y | +41.2% | +21.4% | +19.7% | +36.5% |
| 3Y | +177.8% | +32.8% | +145.1% | +160.5% |
| 5Y | +159.5% | +152.0% | +7.5% | +120.4% |
| All | +159.5% | +150.0% | +9.5% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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