+280.1%
ROIV vs HALO
+149.4%
+130.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +1.7% | -3.2% | +4.9% | +2.5% |
| 30D | +17.6% | -14.2% | +31.7% | +21.3% |
| 3M | +9.0% | -0.4% | +9.4% | +7.8% |
| 6M | +35.3% | +43.2% | -7.9% | +20.6% |
| YTD | +82.2% | +49.0% | +33.2% | +60.1% |
| 1Y | +92.3% | +40.8% | +51.4% | +71.3% |
| 3Y | +336.8% | +167.4% | +169.4% | +207.5% |
| 5Y | +370.6% | +157.4% | +213.2% | +237.5% |
| All | +280.1% | +149.4% | +130.7% | +170.2% |
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