-4.2%
ROL vs HALO
+156.4%
-160.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -3.3% | -2.1% | -1.2% | -3.0% |
| 30D | -7.2% | +4.6% | -11.9% | -7.8% |
| 3M | -27.0% | +50.2% | -77.2% | -30.7% |
| 6M | -39.5% | +57.6% | -97.1% | -43.0% |
| YTD | -41.8% | +59.6% | -101.4% | -45.4% |
| 1Y | -38.9% | +41.2% | -80.0% | -41.8% |
| 3Y | -0.4% | +178.9% | -179.2% | -16.2% |
| 5Y | -4.2% | +160.1% | -164.3% | -22.7% |
| All | -4.2% | +156.4% | -160.6% | -22.7% |
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