+16.0%
ROL vs HALO
+156.0%
-140.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +3.0% | -3.2% | +6.2% | +3.4% |
| 30D | +19.8% | -14.2% | +33.9% | +21.6% |
| 3M | +7.9% | -0.4% | +8.3% | +7.6% |
| 6M | -25.6% | +43.2% | -68.8% | -29.2% |
| YTD | -34.1% | +49.0% | -83.1% | -37.8% |
| 1Y | -31.4% | +40.8% | -72.2% | -34.8% |
| 3Y | +4.7% | +167.4% | -162.7% | -11.2% |
| All | +16.0% | +156.0% | -140.0% | -7.1% |
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