+235.9%
ROIV vs HALO
+174.1%
+61.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +0.6% | +4.6% | -4.0% | -0.6% |
| 30D | +1.0% | +31.8% | -30.9% | -6.7% |
| 3M | +18.3% | +53.9% | -35.6% | +4.7% |
| 6M | +18.3% | +57.4% | -39.0% | +3.9% |
| YTD | +61.0% | +63.7% | -2.8% | +39.5% |
| 1Y | +177.9% | +50.1% | +127.8% | +145.7% |
| 3Y | +199.1% | +157.3% | +41.7% | +115.6% |
| 5Y | +250.7% | +161.0% | +89.7% | +149.1% |
| All | +235.9% | +174.1% | +61.8% | +135.4% |
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