-9.7%
RKT vs HALO
+157.2%
-166.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -7.2% | -3.4% | -3.8% | -6.5% |
| 30D | -7.9% | +4.3% | -12.2% | -8.8% |
| 3M | +5.2% | +51.8% | -46.6% | -5.4% |
| 6M | -14.9% | +57.8% | -72.7% | -24.4% |
| YTD | -31.9% | +59.0% | -90.9% | -39.6% |
| 1Y | -36.9% | +41.2% | -78.1% | -42.6% |
| 3Y | +35.7% | +177.8% | -142.1% | -5.1% |
| 5Y | -9.7% | +159.5% | -169.1% | -35.7% |
| All | -9.7% | +157.2% | -166.9% | -35.7% |
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