-1.4%
RMD vs HALO
+92.7%
-94.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.8% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | +7.9% | +20.3% | -12.4% | +5.8% |
| 3M | +8.1% | +56.6% | -48.5% | +1.6% |
| 6M | +15.5% | +101.9% | -86.3% | +0.9% |
| YTD | +0.7% | +93.7% | -93.0% | -11.9% |
| 1Y | -1.4% | +91.5% | -92.9% | -13.6% |
| All | -1.4% | +92.7% | -94.1% | -13.6% |
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