-37.6%
RKT vs HALO
+41.1%
-78.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -6.3% | -2.7% | -3.5% | -5.4% |
| 30D | -6.2% | +5.3% | -11.5% | -7.6% |
| 3M | -1.9% | +51.6% | -53.4% | -16.1% |
| 6M | -13.0% | +61.3% | -74.3% | -27.6% |
| YTD | -31.9% | +59.3% | -91.2% | -43.5% |
| 1Y | -37.6% | +38.3% | -75.8% | -43.6% |
| All | -37.6% | +41.1% | -78.6% | -43.6% |
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 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