+47.5%
ROK vs HALO
+158.6%
-111.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.2% | -2.7% | +1.5% | -0.8% |
| 30D | -4.8% | +5.3% | -10.1% | -5.7% |
| 3M | -6.1% | +51.6% | -57.7% | -13.5% |
| 6M | +15.5% | +61.3% | -45.8% | +4.9% |
| YTD | +11.2% | +59.3% | -48.1% | +1.0% |
| 1Y | +23.8% | +38.3% | -14.4% | +15.3% |
| 3Y | +53.1% | +185.9% | -132.7% | +19.8% |
| All | +47.5% | +158.6% | -111.1% | +13.1% |
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