+91.5%
RIO vs HALO
+158.6%
-67.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.2% | -2.7% | -0.5% | -2.9% |
| 30D | +0.9% | +5.3% | -4.4% | +0.4% |
| 3M | -1.4% | +51.6% | -53.0% | -6.0% |
| 6M | +10.9% | +61.3% | -50.3% | +4.9% |
| YTD | +31.2% | +59.3% | -28.1% | +24.1% |
| 1Y | +67.9% | +38.3% | +29.6% | +61.0% |
| 3Y | +88.8% | +185.9% | -97.1% | +61.5% |
| All | +91.5% | +158.6% | -67.1% | +63.6% |
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