-76.9%
RAM vs HALO
+46.9%
-123.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -31.6% | -19.9% | -11.7% | -31.6% |
| 30D | -54.8% | -6.7% | -48.1% | -52.7% |
| 3M | -44.9% | +0.4% | -45.2% | -41.3% |
| All | -76.9% | +46.9% | -123.7% | -73.3% |
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