+2,448.5%
HALO vs RVTY
+692.2%
+1,756.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.4% |
| 7D | +0.5% | +0.4% | +0.2% | +0.3% |
| 30D | +5.0% | +10.8% | -5.8% | -0.8% |
| 3M | +53.1% | +26.8% | +26.4% | +33.7% |
| 6M | +60.8% | +39.3% | +21.4% | +31.8% |
| YTD | +60.9% | +31.6% | +29.3% | +34.1% |
| 1Y | +42.8% | +47.7% | -4.9% | +10.5% |
| 3Y | +181.3% | +19.9% | +161.3% | +131.2% |
| 5Y | +157.6% | -32.3% | +189.9% | +181.8% |
| 10Y | +910.4% | +138.4% | +771.9% | +369.3% |
| All | +2,448.5% | +692.2% | +1,756.2% | +556.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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