+605.1%
RVMD vs HALO
+435.5%
+169.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.0% | -2.7% | -0.3% | -1.8% |
| 30D | -0.7% | +5.3% | -6.0% | -3.0% |
| 3M | +36.5% | +51.6% | -15.0% | +12.9% |
| 6M | +104.6% | +61.3% | +43.4% | +64.1% |
| YTD | +155.8% | +59.3% | +96.5% | +104.9% |
| 1Y | +340.7% | +38.3% | +302.4% | +273.7% |
| 3Y | +519.9% | +185.9% | +334.1% | +238.2% |
| 5Y | +584.9% | +159.9% | +425.0% | +279.1% |
| All | +605.1% | +435.5% | +169.6% | +143.8% |
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