+603.6%
RVMD vs HALO
+434.5%
+169.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -3.6% | -3.4% | -0.2% | -2.1% |
| 30D | -1.1% | +4.3% | -5.3% | -2.9% |
| 3M | +41.0% | +51.8% | -10.7% | +16.5% |
| 6M | +105.7% | +57.8% | +47.9% | +66.5% |
| YTD | +155.3% | +59.0% | +96.3% | +104.6% |
| 1Y | +402.7% | +41.2% | +361.6% | +322.8% |
| 3Y | +533.1% | +177.8% | +355.2% | +250.5% |
| 5Y | +583.5% | +159.5% | +424.1% | +278.7% |
| All | +603.6% | +434.5% | +169.2% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling