+302.0%
ROIV vs HALO
+167.1%
+134.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +22.3% | -2.1% | +24.4% | +22.9% |
| 30D | +16.9% | +4.6% | +12.2% | +15.3% |
| 3M | +43.9% | +50.2% | -6.3% | +28.1% |
| 6M | +41.6% | +57.6% | -16.0% | +24.2% |
| YTD | +92.7% | +59.6% | +33.1% | +68.0% |
| 1Y | +210.2% | +41.2% | +169.0% | +178.6% |
| 3Y | +231.8% | +178.9% | +53.0% | +133.1% |
| 5Y | +319.8% | +160.1% | +159.7% | +199.5% |
| All | +302.0% | +167.1% | +134.9% | +183.5% |
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