-68.1%
RGTI vs HALO
+92.7%
-160.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | -9.6% | +0.2% | -9.8% | -9.6% |
| 30D | -26.0% | +20.3% | -46.3% | -29.6% |
| 3M | -35.8% | +56.6% | -92.4% | -43.4% |
| 6M | -36.7% | +101.9% | -138.5% | -49.3% |
| YTD | -49.4% | +93.7% | -143.1% | -58.3% |
| 1Y | -68.1% | +91.5% | -159.7% | -72.4% |
| All | -68.1% | +92.7% | -160.8% | -72.4% |
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