-22.3%
RMD vs HALO
+157.2%
-179.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -4.2% | -3.4% | -0.8% | -3.7% |
| 30D | -2.1% | +4.3% | -6.3% | -2.7% |
| 3M | +13.8% | +51.8% | -38.0% | +6.3% |
| 6M | -10.6% | +57.8% | -68.4% | -17.1% |
| YTD | -8.1% | +59.0% | -67.1% | -15.0% |
| 1Y | -18.0% | +41.2% | -59.1% | -22.9% |
| 3Y | +52.9% | +177.8% | -125.0% | +23.3% |
| 5Y | -22.3% | +159.5% | -181.7% | -39.1% |
| All | -22.3% | +157.2% | -179.5% | -39.1% |
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