+212.8%
RDDT vs HALO
+163.5%
+49.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +2.1% | -2.7% | +4.9% | +2.3% |
| 30D | +2.8% | +5.3% | -2.5% | +2.5% |
| 3M | -8.9% | +51.6% | -60.5% | -11.1% |
| 6M | +15.1% | +61.3% | -46.2% | +12.0% |
| YTD | -31.4% | +59.3% | -90.7% | -33.4% |
| 1Y | -39.4% | +38.3% | -77.7% | -41.1% |
| All | +212.8% | +163.5% | +49.3% | +163.8% |
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