+211.0%
RSP vs HALO
+689.5%
-478.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.4% | -3.2% | +5.6% | +2.9% |
| 30D | +4.3% | -14.2% | +18.4% | +6.6% |
| 3M | -0.3% | -0.4% | +0.1% | -0.7% |
| 6M | +9.8% | +43.2% | -33.4% | +2.5% |
| YTD | +16.8% | +49.0% | -32.2% | +7.9% |
| 1Y | +19.5% | +40.8% | -21.3% | +11.3% |
| 3Y | +65.1% | +167.4% | -102.2% | +33.0% |
| 5Y | +48.7% | +157.4% | -108.7% | +17.9% |
| All | +211.0% | +689.5% | -478.6% | +105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling