+173.5%
RCL vs HALO
+178.6%
-5.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | -2.2% | -2.1% | -0.1% | -1.9% |
| 30D | -15.7% | +4.6% | -20.3% | -16.3% |
| 3M | -8.0% | +50.2% | -58.2% | -14.3% |
| 6M | -10.1% | +57.6% | -67.7% | -17.1% |
| YTD | -5.9% | +59.6% | -65.5% | -13.3% |
| 1Y | -23.5% | +41.2% | -64.7% | -28.4% |
| All | +173.5% | +178.6% | -5.1% | +113.2% |
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 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