+1,848.7%
ROP vs HALO
+2,448.5%
-599.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.6% |
| 7D | -5.4% | +0.5% | -6.0% | -5.5% |
| 30D | -1.6% | +5.0% | -6.7% | -2.3% |
| 3M | +18.8% | +53.1% | -34.3% | +12.0% |
| 6M | +8.2% | +60.8% | -52.6% | +1.1% |
| YTD | -10.5% | +60.9% | -71.4% | -16.6% |
| 1Y | -23.7% | +42.8% | -66.5% | -27.9% |
| 3Y | -17.9% | +181.3% | -199.1% | -30.7% |
| 5Y | -15.3% | +157.6% | -172.9% | -28.9% |
| 10Y | +133.4% | +910.4% | -777.0% | +55.7% |
| All | +1,848.7% | +2,448.5% | -599.8% | +853.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling