+203.4%
RSP vs HALO
+977.5%
-774.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.1% | -3.4% | +0.3% | -2.6% |
| 30D | -3.4% | +4.3% | -7.7% | -4.1% |
| 3M | +3.6% | +51.8% | -48.2% | -3.5% |
| 6M | +9.0% | +57.8% | -48.8% | +0.6% |
| YTD | +12.2% | +59.0% | -46.8% | +3.2% |
| 1Y | +15.6% | +41.2% | -25.6% | +8.2% |
| 3Y | +51.6% | +177.8% | -126.2% | +22.5% |
| 5Y | +50.4% | +159.5% | -109.0% | +20.5% |
| All | +203.4% | +977.5% | -774.1% | +96.9% |
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 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