+39.7%
RIG vs HALO
+92.7%
-53.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.3% | -9.0% | -7.6% |
| 7D | -18.8% | +0.2% | -19.0% | -18.8% |
| 30D | -1.1% | +20.3% | -21.4% | -0.2% |
| 3M | +4.4% | +56.6% | -52.2% | +6.3% |
| 6M | -20.8% | +101.9% | -122.6% | -18.1% |
| YTD | +32.0% | +93.7% | -61.7% | +36.4% |
| 1Y | +39.7% | +91.5% | -51.8% | +46.7% |
| All | +39.7% | +92.7% | -53.0% | +46.7% |
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