+340.7%
RVMD vs HALO
+41.1%
+299.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.0% | -2.7% | -0.3% | -2.3% |
| 30D | -0.7% | +5.3% | -6.0% | -2.1% |
| 3M | +36.5% | +51.6% | -15.0% | +21.7% |
| 6M | +104.6% | +61.3% | +43.4% | +79.1% |
| YTD | +155.8% | +59.3% | +96.5% | +126.7% |
| 1Y | +340.7% | +38.3% | +302.4% | +291.4% |
| All | +340.7% | +41.1% | +299.6% | +291.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling