+3,794.3%
ROST vs HALO
+2,426.8%
+1,367.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | -2.2% | -2.1% | -0.2% | -2.0% |
| 30D | -11.4% | +4.6% | -16.1% | -11.9% |
| 3M | -1.6% | +50.2% | -51.9% | -6.2% |
| 6M | +6.8% | +57.6% | -50.8% | +1.2% |
| YTD | +25.8% | +59.6% | -33.8% | +18.9% |
| 1Y | +52.4% | +41.2% | +11.2% | +45.8% |
| 3Y | +94.4% | +178.9% | -84.5% | +69.3% |
| 5Y | +108.2% | +160.1% | -51.9% | +80.8% |
| 10Y | +308.5% | +967.5% | -659.0% | +199.5% |
| All | +3,794.3% | +2,426.8% | +1,367.5% | +2,331.1% |
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