+876.3%
HALO vs RRX
+228.4%
+647.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.8% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +5.3% | -6.1% | +11.5% | +7.0% |
| 3M | +51.6% | -23.1% | +74.6% | +60.6% |
| 6M | +61.3% | -19.5% | +80.8% | +66.4% |
| YTD | +59.3% | +16.1% | +43.2% | +45.7% |
| 1Y | +38.3% | +12.9% | +25.3% | +26.6% |
| 3Y | +185.9% | +7.9% | +177.9% | +151.6% |
| 5Y | +159.9% | +19.1% | +140.8% | +112.9% |
| All | +876.3% | +228.4% | +647.9% | +372.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling