+206.8%
RMBS vs HALO
+2,417.6%
-2,210.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.6% |
| 7D | +1.2% | -3.4% | +4.6% | +1.8% |
| 30D | -11.5% | +4.3% | -15.7% | -12.2% |
| 3M | -38.2% | +51.8% | -90.0% | -42.9% |
| 6M | -4.8% | +57.8% | -62.5% | -12.7% |
| YTD | -7.1% | +59.0% | -66.1% | -15.0% |
| 1Y | +10.7% | +41.2% | -30.5% | +3.3% |
| 3Y | +54.5% | +177.8% | -123.4% | +25.0% |
| 5Y | +261.7% | +159.5% | +102.2% | +191.4% |
| 10Y | +551.5% | +963.6% | -412.1% | +299.4% |
| All | +206.8% | +2,417.6% | -2,210.9% | +50.2% |
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