+28.3%
RDW vs HALO
+47.3%
-19.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.7% |
| 7D | -3.1% | +4.6% | -7.7% | -4.1% |
| 30D | -1.8% | +31.8% | -33.6% | -7.3% |
| 3M | -50.9% | +53.9% | -104.8% | -53.5% |
| 6M | +13.5% | +57.4% | -43.9% | +6.9% |
| YTD | +38.6% | +63.7% | -25.2% | +31.1% |
| 1Y | +28.3% | +50.1% | -21.9% | +14.1% |
| All | +28.3% | +47.3% | -19.0% | +14.1% |
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