+316.5%
ROIV vs HALO
+149.7%
+166.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.7% | +20.5% | +19.2% |
| 7D | +20.2% | +0.5% | +19.6% | +19.8% |
| 30D | +14.1% | +5.0% | +9.1% | +12.3% |
| 3M | +45.6% | +53.1% | -7.5% | +27.2% |
| 6M | +44.1% | +60.8% | -16.6% | +23.9% |
| YTD | +91.2% | +60.9% | +30.2% | +63.8% |
| 1Y | +221.3% | +42.8% | +178.5% | +184.3% |
| 3Y | +229.2% | +181.3% | +48.0% | +117.8% |
| 5Y | +316.5% | +157.6% | +158.9% | +175.8% |
| All | +316.5% | +149.7% | +166.8% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling