-10.4%
RKT vs HALO
+92.7%
-103.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +8.4% |
| 7D | +29.7% | +0.2% | +29.5% | +29.6% |
| 30D | +28.5% | +20.3% | +8.2% | +22.4% |
| 3M | +6.4% | +56.6% | -50.2% | -6.7% |
| 6M | +7.1% | +101.9% | -94.7% | -14.7% |
| YTD | -22.5% | +93.7% | -116.1% | -37.0% |
| 1Y | -10.4% | +91.5% | -102.0% | -26.4% |
| All | -10.4% | +92.7% | -103.1% | -26.4% |
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 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