+2,297.1%
RMD vs HALO
+2,448.5%
-151.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.0% |
| 7D | -4.5% | +0.5% | -5.0% | -4.5% |
| 30D | +4.6% | +5.0% | -0.4% | +4.0% |
| 3M | +14.8% | +53.1% | -38.4% | +9.1% |
| 6M | -12.1% | +60.8% | -72.8% | -16.9% |
| YTD | -7.5% | +60.9% | -68.4% | -12.7% |
| 1Y | -20.1% | +42.8% | -62.9% | -23.7% |
| 3Y | +53.9% | +181.3% | -127.4% | +33.6% |
| 5Y | -22.2% | +157.6% | -179.8% | -32.5% |
| 10Y | +268.2% | +910.4% | -642.1% | +169.7% |
| All | +2,297.1% | +2,448.5% | -151.4% | +1,311.9% |
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