+114.6%
ROST vs HALO
+158.6%
-44.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.2% | -2.7% | +2.9% | +0.6% |
| 30D | -6.9% | +5.3% | -12.2% | -7.6% |
| 3M | -3.3% | +51.6% | -54.9% | -9.5% |
| 6M | +9.0% | +61.3% | -52.2% | +1.0% |
| YTD | +28.9% | +59.3% | -30.4% | +19.2% |
| 1Y | +54.0% | +38.3% | +15.7% | +45.3% |
| 3Y | +100.7% | +185.9% | -85.1% | +59.1% |
| All | +114.6% | +158.6% | -44.0% | +62.3% |
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