-25.1%
RCL vs HALO
+47.3%
-72.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -5.1% | +4.6% | -9.7% | -6.0% |
| 30D | -19.0% | +31.8% | -50.8% | -23.9% |
| 3M | -9.6% | +53.9% | -63.5% | -19.1% |
| 6M | -6.7% | +57.4% | -64.1% | -17.9% |
| YTD | -3.9% | +63.7% | -67.7% | -15.0% |
| 1Y | -25.1% | +50.1% | -75.2% | -34.3% |
| All | -25.1% | +47.3% | -72.4% | -34.3% |
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 · 6 months rolling