+312.1%
ROST vs HALO
+979.6%
-667.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.2% | -2.7% | +2.9% | +0.7% |
| 30D | -6.9% | +5.3% | -12.2% | -7.7% |
| 3M | -3.3% | +51.6% | -54.9% | -10.2% |
| 6M | +9.0% | +61.3% | -52.2% | +0.1% |
| YTD | +28.9% | +59.3% | -30.4% | +18.2% |
| 1Y | +54.0% | +38.3% | +15.7% | +44.4% |
| 3Y | +100.7% | +185.9% | -85.1% | +59.6% |
| 5Y | +116.0% | +159.9% | -43.9% | +71.5% |
| All | +312.1% | +979.6% | -667.4% | +172.4% |
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