-39.0%
TROW vs HALO
+158.6%
-197.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.2% | -2.7% | -0.5% | -2.6% |
| 30D | -4.6% | +5.3% | -9.9% | -5.7% |
| 3M | -0.7% | +51.6% | -52.2% | -9.4% |
| 6M | +22.2% | +61.3% | -39.0% | +9.6% |
| YTD | +6.6% | +59.3% | -52.7% | -4.6% |
| 1Y | +5.8% | +38.3% | -32.4% | -2.5% |
| 3Y | +11.6% | +185.9% | -174.3% | -20.3% |
| All | -39.0% | +158.6% | -197.6% | -56.5% |
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