+266.8%
RMBS vs HALO
+158.6%
+108.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +1.8% | -2.7% | +4.5% | +2.4% |
| 30D | -13.9% | +5.3% | -19.2% | -15.1% |
| 3M | -39.8% | +51.6% | -91.4% | -46.1% |
| 6M | -6.0% | +61.3% | -67.3% | -17.3% |
| YTD | -5.4% | +59.3% | -64.6% | -16.5% |
| 1Y | -1.8% | +38.3% | -40.1% | -10.6% |
| 3Y | +53.7% | +185.9% | -132.2% | +12.7% |
| All | +266.8% | +158.6% | +108.2% | +154.7% |
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