-78.9%
RIG vs HALO
+2,426.8%
-2,505.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -8.2% | -2.1% | -6.1% | -7.9% |
| 30D | -0.2% | +4.6% | -4.8% | -1.0% |
| 3M | -2.7% | +50.2% | -53.0% | -10.1% |
| 6M | -7.5% | +57.6% | -65.1% | -15.6% |
| YTD | +38.3% | +59.6% | -21.3% | +25.5% |
| 1Y | +81.8% | +41.2% | +40.7% | +68.6% |
| 3Y | -30.2% | +178.9% | -209.1% | -44.7% |
| 5Y | +59.9% | +160.1% | -100.1% | +26.8% |
| 10Y | -41.9% | +967.5% | -1,009.4% | -64.2% |
| All | -78.9% | +2,426.8% | -2,505.7% | -91.3% |
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