+292.2%
RCL vs HALO
+156.0%
+136.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.2% | -3.2% | +2.1% | -0.4% |
| 30D | +17.8% | -14.2% | +32.0% | +21.7% |
| 3M | +4.9% | -0.4% | +5.3% | +4.0% |
| 6M | +23.7% | +43.2% | -19.5% | +10.4% |
| YTD | +17.8% | +49.0% | -31.2% | +3.7% |
| 1Y | +28.9% | +40.8% | -11.9% | +15.0% |
| 3Y | +241.9% | +167.4% | +74.5% | +129.7% |
| All | +292.2% | +156.0% | +136.2% | +143.7% |
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