-48.1%
RDDT vs HALO
+90.8%
-138.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.3% | +4.6% | +5.8% |
| 7D | -24.4% | +0.2% | -24.6% | -24.4% |
| 30D | -32.3% | +20.3% | -52.6% | -34.0% |
| 3M | -36.3% | +56.6% | -92.9% | -41.4% |
| 6M | -39.7% | +101.9% | -141.6% | -46.5% |
| YTD | -55.7% | +93.7% | -149.3% | -62.1% |
| All | -48.1% | +90.8% | -138.9% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling