-66.6%
RBLX vs HALO
+47.3%
-113.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.4% |
| 7D | +12.4% | +4.6% | +7.8% | +11.4% |
| 30D | +19.7% | +31.8% | -12.1% | +12.7% |
| 3M | -0.1% | +53.9% | -54.0% | -8.4% |
| 6M | -35.7% | +57.4% | -93.1% | -41.8% |
| YTD | -46.6% | +63.7% | -110.3% | -51.0% |
| 1Y | -66.6% | +50.1% | -116.8% | -68.9% |
| All | -66.6% | +47.3% | -113.9% | -68.9% |
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