+784.5%
RCL vs HALO
+2,448.5%
-1,664.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | -17.3% | +5.0% | -22.4% | -18.3% |
| 3M | -2.8% | +53.1% | -55.9% | -12.4% |
| 6M | -4.4% | +60.8% | -65.2% | -14.9% |
| YTD | -4.2% | +60.9% | -65.1% | -14.8% |
| 1Y | -23.4% | +42.8% | -66.2% | -30.2% |
| 3Y | +179.4% | +181.3% | -1.9% | +108.7% |
| 5Y | +238.8% | +157.6% | +81.2% | +154.7% |
| 10Y | +350.2% | +910.4% | -560.2% | +136.2% |
| All | +784.5% | +2,448.5% | -1,664.0% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling