-39.5%
ROL vs HALO
+41.1%
-80.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -3.2% | -2.7% | -0.4% | -3.0% |
| 30D | -4.9% | +5.3% | -10.2% | -5.2% |
| 3M | -25.8% | +51.6% | -77.4% | -27.6% |
| 6M | -37.6% | +61.3% | -98.8% | -39.5% |
| YTD | -41.5% | +59.3% | -100.8% | -42.6% |
| 1Y | -39.5% | +38.3% | -77.7% | -42.3% |
| All | -39.5% | +41.1% | -80.5% | -42.3% |
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