+876.3%
HALO vs RY
+377.3%
+499.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.7% | -2.2% | -0.5% | -1.6% |
| 30D | +5.3% | -3.6% | +8.9% | +7.2% |
| 3M | +51.6% | +3.9% | +47.6% | +47.8% |
| 6M | +61.3% | +26.4% | +34.9% | +41.4% |
| YTD | +59.3% | +22.3% | +37.0% | +41.9% |
| 1Y | +38.3% | +43.7% | -5.4% | +12.6% |
| 3Y | +185.9% | +154.0% | +31.9% | +68.3% |
| 5Y | +159.9% | +137.6% | +22.4% | +57.0% |
| All | +876.3% | +377.3% | +499.0% | +308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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