+333.1%
RCL vs HALO
+979.6%
-646.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.9% | -2.7% | +0.8% | -1.2% |
| 30D | -15.5% | +5.3% | -20.9% | -16.8% |
| 3M | -9.7% | +51.6% | -61.2% | -20.3% |
| 6M | -8.7% | +61.3% | -70.0% | -21.0% |
| YTD | -5.8% | +59.3% | -65.0% | -18.3% |
| 1Y | -24.5% | +38.3% | -62.7% | -32.1% |
| 3Y | +173.9% | +185.9% | -12.0% | +86.3% |
| 5Y | +228.0% | +159.9% | +68.0% | +124.4% |
| All | +333.1% | +979.6% | -646.5% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling