+172.7%
RTX vs HALO
+178.6%
-5.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -1.6% | -2.1% | +0.5% | -1.5% |
| 30D | -11.6% | +4.6% | -16.2% | -11.9% |
| 3M | +9.2% | +50.2% | -41.1% | +5.9% |
| 6M | -4.4% | +57.6% | -62.0% | -7.7% |
| YTD | +8.9% | +59.6% | -50.7% | +5.0% |
| 1Y | +32.1% | +41.2% | -9.1% | +28.2% |
| All | +172.7% | +178.6% | -5.8% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling