+226.6%
RCL vs HALO
+157.2%
+69.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.5% | -3.4% | +0.9% | -1.6% |
| 30D | -15.7% | +4.3% | -19.9% | -16.6% |
| 3M | -3.6% | +51.8% | -55.4% | -14.3% |
| 6M | -8.7% | +57.8% | -66.5% | -19.8% |
| YTD | -6.2% | +59.0% | -65.1% | -17.9% |
| 1Y | -22.9% | +41.2% | -64.0% | -30.6% |
| 3Y | +173.6% | +177.8% | -4.3% | +84.8% |
| 5Y | +226.6% | +159.5% | +67.1% | +100.7% |
| All | +226.6% | +157.2% | +69.3% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling