+129.7%
ROP vs HALO
+979.6%
-849.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -4.6% | -2.7% | -1.9% | -4.2% |
| 30D | -1.7% | +5.3% | -7.0% | -2.5% |
| 3M | +17.1% | +51.6% | -34.5% | +10.0% |
| 6M | +10.9% | +61.3% | -50.4% | +3.0% |
| YTD | -12.1% | +59.3% | -71.4% | -18.4% |
| 1Y | -24.2% | +38.3% | -62.5% | -28.4% |
| 3Y | -20.4% | +185.9% | -206.2% | -34.5% |
| 5Y | -15.4% | +159.9% | -175.3% | -30.8% |
| All | +129.7% | +979.6% | -849.9% | +49.2% |
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