+60.2%
ROKU vs HALO
+47.3%
+12.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -1.3% | +4.6% | -5.9% | -1.8% |
| 30D | +5.9% | +31.8% | -25.9% | +2.0% |
| 3M | +23.9% | +53.9% | -30.0% | +16.7% |
| 6M | +59.6% | +57.4% | +2.2% | +48.5% |
| YTD | +43.4% | +63.7% | -20.3% | +32.4% |
| 1Y | +60.2% | +50.1% | +10.0% | +49.3% |
| All | +60.2% | +47.3% | +12.9% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling