+205.1%
ROL vs HALO
+977.5%
-772.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -3.2% | -3.4% | +0.2% | -2.8% |
| 30D | -6.6% | +4.3% | -10.9% | -7.1% |
| 3M | -27.3% | +51.8% | -79.1% | -31.1% |
| 6M | -38.1% | +57.8% | -95.9% | -41.7% |
| YTD | -41.8% | +59.0% | -100.8% | -45.3% |
| 1Y | -37.8% | +41.2% | -79.0% | -40.8% |
| 3Y | -0.3% | +177.8% | -178.2% | -14.8% |
| 5Y | -5.1% | +159.5% | -164.5% | -19.5% |
| All | +205.1% | +977.5% | -772.5% | +123.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling