-79.5%
RAM vs HALO
+75.4%
-154.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -5.7% | -26.8% | -32.1% |
| 7D | -49.5% | -6.3% | -43.2% | -49.3% |
| 30D | -63.2% | +12.1% | -75.3% | -61.1% |
| 3M | -58.5% | +47.1% | -105.6% | -52.9% |
| All | -79.5% | +75.4% | -154.9% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · Available span rolling