-27.1%
RKT vs HALO
+267.4%
-294.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -6.3% | -2.7% | -3.5% | -5.7% |
| 30D | -6.2% | +5.3% | -11.5% | -7.2% |
| 3M | -1.9% | +51.6% | -53.4% | -10.4% |
| 6M | -13.0% | +61.3% | -74.3% | -21.7% |
| YTD | -31.9% | +59.3% | -91.2% | -38.6% |
| 1Y | -37.6% | +38.3% | -75.8% | -42.2% |
| 3Y | +36.8% | +185.9% | -149.1% | +2.4% |
| 5Y | -9.7% | +159.9% | -169.7% | -31.4% |
| All | -27.1% | +267.4% | -294.4% | -50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling