-24.2%
ROP vs HALO
+41.1%
-65.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -4.6% | -2.7% | -1.9% | -4.5% |
| 30D | -1.7% | +5.3% | -7.0% | -1.8% |
| 3M | +17.1% | +51.6% | -34.5% | +17.2% |
| 6M | +10.9% | +61.3% | -50.4% | +11.5% |
| YTD | -12.1% | +59.3% | -71.4% | -11.8% |
| 1Y | -24.2% | +38.3% | -62.5% | -25.0% |
| All | -24.2% | +41.1% | -65.3% | -25.0% |
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