+165.8%
RTX vs HALO
+157.2%
+8.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -2.0% | -3.4% | +1.4% | -1.6% |
| 30D | -11.2% | +4.3% | -15.5% | -11.6% |
| 3M | +12.0% | +51.8% | -39.7% | +6.7% |
| 6M | -3.6% | +57.8% | -61.4% | -8.7% |
| YTD | +9.2% | +59.0% | -49.8% | +3.1% |
| 1Y | +29.7% | +41.2% | -11.4% | +24.0% |
| 3Y | +152.0% | +177.8% | -25.9% | +116.2% |
| 5Y | +165.8% | +159.5% | +6.3% | +119.6% |
| All | +165.8% | +157.2% | +8.5% | +119.6% |
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