+692.3%
TROW vs HALO
+2,417.6%
-1,725.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.0% | -3.4% | +0.4% | -2.4% |
| 30D | -5.5% | +4.3% | -9.7% | -6.2% |
| 3M | +2.3% | +51.8% | -49.5% | -5.9% |
| 6M | +23.9% | +57.8% | -33.9% | +12.9% |
| YTD | +7.9% | +59.0% | -51.1% | -2.1% |
| 1Y | +6.1% | +41.2% | -35.0% | -1.8% |
| 3Y | +13.8% | +177.8% | -164.0% | -10.5% |
| 5Y | -38.2% | +159.5% | -197.7% | -51.4% |
| 10Y | +131.3% | +963.6% | -832.4% | +30.8% |
| All | +692.3% | +2,417.6% | -1,725.4% | +207.3% |
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 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