+2,061.8%
ROK vs HALO
+2,426.8%
-365.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +0.2% | -2.1% | +2.2% | +0.5% |
| 30D | -1.8% | +4.6% | -6.4% | -2.6% |
| 3M | -7.2% | +50.2% | -57.4% | -13.7% |
| 6M | +14.2% | +57.6% | -43.4% | +5.2% |
| YTD | +10.6% | +59.6% | -49.0% | +1.6% |
| 1Y | +25.9% | +41.2% | -15.3% | +17.8% |
| 3Y | +50.8% | +178.9% | -128.1% | +22.7% |
| 5Y | +47.0% | +160.1% | -113.0% | +19.0% |
| 10Y | +354.9% | +967.5% | -612.6% | +178.2% |
| All | +2,061.8% | +2,426.8% | -365.0% | +814.0% |
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