+2.0%
RDW vs HALO
+134.5%
-132.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +0.9% | -2.7% | +3.6% | +1.4% |
| 30D | -21.3% | +5.3% | -26.6% | -22.1% |
| 3M | -37.9% | +51.6% | -89.4% | -42.4% |
| 6M | +12.3% | +61.3% | -49.0% | +2.5% |
| YTD | +39.7% | +59.3% | -19.5% | +27.7% |
| 1Y | +25.7% | +38.3% | -12.6% | +17.4% |
| 3Y | +230.8% | +185.9% | +45.0% | +160.7% |
| 5Y | -8.8% | +159.9% | -168.7% | -31.4% |
| All | +2.0% | +134.5% | -132.5% | -21.9% |
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