-22.9%
RCL vs HALO
+40.2%
-63.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.5% | -3.4% | +0.9% | -1.8% |
| 30D | -15.7% | +4.3% | -19.9% | -16.4% |
| 3M | -3.6% | +51.8% | -55.4% | -13.9% |
| 6M | -8.7% | +57.8% | -66.5% | -19.8% |
| YTD | -6.2% | +59.0% | -65.1% | -16.8% |
| 1Y | -22.9% | +41.2% | -64.0% | -31.4% |
| All | -22.9% | +40.2% | -63.1% | -31.4% |
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