-34.5%
RBLX vs HALO
+150.1%
-184.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.1% | -2.7% | +7.8% | +5.8% |
| 30D | +28.0% | +5.3% | +22.7% | +26.3% |
| 3M | +4.6% | +51.6% | -46.9% | -6.2% |
| 6M | -24.7% | +61.3% | -85.9% | -33.7% |
| YTD | -43.8% | +59.3% | -103.1% | -50.5% |
| 1Y | -65.8% | +38.3% | -104.0% | -68.8% |
| 3Y | +59.4% | +185.9% | -126.5% | +5.1% |
| 5Y | -48.2% | +159.9% | -208.2% | -67.2% |
| All | -34.5% | +150.1% | -184.6% | -62.5% |
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 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