+56.2%
RIG vs HALO
+158.6%
-102.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -3.1% | -2.7% | -0.4% | -2.5% |
| 30D | -0.5% | +5.3% | -5.8% | -1.6% |
| 3M | -6.0% | +51.6% | -57.5% | -14.2% |
| 6M | -10.1% | +61.3% | -71.4% | -19.6% |
| YTD | +37.3% | +59.3% | -22.0% | +22.8% |
| 1Y | +73.9% | +38.3% | +35.7% | +60.6% |
| 3Y | -30.2% | +185.9% | -216.0% | -50.2% |
| All | +56.2% | +158.6% | -102.4% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling