-65.8%
RBLX vs HALO
+41.1%
-106.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.1% | -2.7% | +7.8% | +5.6% |
| 30D | +28.0% | +5.3% | +22.7% | +26.6% |
| 3M | +4.6% | +51.6% | -46.9% | -3.9% |
| 6M | -24.7% | +61.3% | -85.9% | -31.9% |
| YTD | -43.8% | +59.3% | -103.1% | -48.3% |
| 1Y | -65.8% | +38.3% | -104.0% | -67.3% |
| All | -65.8% | +41.1% | -106.8% | -67.3% |
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