+2,259.3%
HALO vs RY
+1,920.3%
+339.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | +0.6% | -3.8% | -3.6% |
| 30D | -14.2% | +5.0% | -19.2% | -16.8% |
| 3M | -0.4% | -5.3% | +4.9% | +3.2% |
| 6M | +43.2% | +13.8% | +29.4% | +30.5% |
| YTD | +49.0% | +21.0% | +28.0% | +30.1% |
| 1Y | +40.8% | +40.5% | +0.4% | +11.0% |
| 3Y | +167.4% | +159.7% | +7.7% | +37.3% |
| 5Y | +157.4% | +124.3% | +33.0% | +43.8% |
| 10Y | +697.1% | +351.6% | +345.5% | +163.3% |
| All | +2,259.3% | +1,920.3% | +339.0% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling