+96.1%
ROST vs HALO
+177.6%
-81.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -2.5% | -3.4% | +0.9% | -2.2% |
| 30D | -10.3% | +4.3% | -14.6% | -10.6% |
| 3M | -2.6% | +51.8% | -54.4% | -6.4% |
| 6M | +6.5% | +57.8% | -51.3% | +1.9% |
| YTD | +25.9% | +59.0% | -33.1% | +20.0% |
| 1Y | +52.3% | +41.2% | +11.2% | +46.6% |
| All | +96.1% | +177.6% | -81.4% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling