-35.4%
RBLX vs HALO
+149.7%
-185.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +8.1% | -3.4% | +11.5% | +9.0% |
| 30D | +23.9% | +4.3% | +19.6% | +22.5% |
| 3M | +8.1% | +51.8% | -43.6% | -3.0% |
| 6M | -23.7% | +57.8% | -81.5% | -32.5% |
| YTD | -44.6% | +59.0% | -103.6% | -51.2% |
| 1Y | -66.2% | +41.2% | -107.4% | -69.4% |
| 3Y | +54.7% | +177.8% | -123.1% | +3.4% |
| 5Y | -48.9% | +159.5% | -208.4% | -67.6% |
| All | -35.4% | +149.7% | -185.1% | -63.0% |
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