-25.7%
RKT vs HALO
+268.0%
-293.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -1.9% | -2.6% |
| 7D | -1.0% | -2.1% | +1.1% | -0.5% |
| 30D | -2.4% | +4.6% | -7.0% | -3.3% |
| 3M | +1.9% | +50.2% | -48.3% | -6.8% |
| 6M | -13.9% | +57.6% | -71.5% | -22.1% |
| YTD | -30.6% | +59.6% | -90.2% | -37.4% |
| 1Y | -34.4% | +41.2% | -75.5% | -39.4% |
| 3Y | +38.2% | +178.9% | -140.7% | +4.0% |
| 5Y | -9.7% | +160.1% | -169.7% | -31.3% |
| All | -25.7% | +268.0% | -293.7% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling