+241.9%
RCL vs HALO
+170.1%
+71.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.2% | -3.2% | +2.1% | -0.8% |
| 30D | +17.8% | -14.2% | +32.0% | +20.0% |
| 3M | +4.9% | -0.4% | +5.3% | +4.4% |
| 6M | +23.7% | +43.2% | -19.5% | +15.9% |
| YTD | +17.8% | +49.0% | -31.2% | +9.7% |
| 1Y | +28.9% | +40.8% | -11.9% | +20.7% |
| 3Y | +241.9% | +167.4% | +74.5% | +178.6% |
| All | +241.9% | +170.1% | +71.8% | +178.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling