+54.2%
RGTI vs HALO
+120.3%
-66.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +0.5% | -2.7% | +3.2% | +1.3% |
| 30D | -17.1% | +5.3% | -22.4% | -18.5% |
| 3M | -26.0% | +51.6% | -77.5% | -35.3% |
| 6M | -9.9% | +61.3% | -71.1% | -23.0% |
| YTD | -31.1% | +59.3% | -90.3% | -40.9% |
| 1Y | -8.5% | +38.3% | -46.8% | -18.6% |
| 3Y | +652.2% | +185.9% | +466.4% | +397.9% |
| 5Y | +56.8% | +159.9% | -103.2% | +1.2% |
| All | +54.2% | +120.3% | -66.1% | -0.1% |
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 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