-15.4%
ROP vs HALO
+157.2%
-172.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -8.0% | -3.4% | -4.6% | -7.6% |
| 30D | -2.7% | +4.3% | -7.0% | -3.2% |
| 3M | +16.6% | +51.8% | -35.2% | +10.8% |
| 6M | +10.4% | +57.8% | -47.4% | +4.2% |
| YTD | -12.1% | +59.0% | -71.1% | -17.3% |
| 1Y | -23.6% | +41.2% | -64.8% | -27.2% |
| 3Y | -19.3% | +177.8% | -197.2% | -31.7% |
| 5Y | -15.4% | +159.5% | -174.8% | -30.9% |
| All | -15.4% | +157.2% | -172.6% | -30.9% |
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