+32.0%
RCL vs HALO
+92.7%
-60.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.0% | +6.1% |
| 7D | +11.7% | +0.2% | +11.4% | +11.6% |
| 30D | +21.1% | +20.3% | +0.8% | +17.0% |
| 3M | +2.9% | +56.6% | -53.7% | -7.1% |
| 6M | +29.8% | +101.9% | -72.0% | +6.4% |
| YTD | +21.4% | +93.7% | -72.3% | +2.3% |
| 1Y | +32.0% | +91.5% | -59.5% | +9.8% |
| All | +32.0% | +92.7% | -60.7% | +9.8% |
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 · 6 months rolling