+2,417.6%
HALO vs RRX
+942.6%
+1,475.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | +0.5% |
| 7D | -3.4% | -3.7% | +0.4% | -1.8% |
| 30D | +4.3% | -9.3% | +13.6% | +8.7% |
| 3M | +51.8% | -21.8% | +73.6% | +64.6% |
| 6M | +57.8% | -22.0% | +79.8% | +67.6% |
| YTD | +59.0% | +11.9% | +47.0% | +40.5% |
| 1Y | +41.2% | +11.6% | +29.6% | +23.3% |
| 3Y | +177.8% | +2.2% | +175.7% | +129.7% |
| 5Y | +159.5% | +14.9% | +144.6% | +90.2% |
| 10Y | +963.6% | +214.2% | +749.4% | +286.4% |
| All | +2,417.6% | +942.6% | +1,475.1% | +493.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling