sotnkρ +0.33beyond mkt +0.22holdout +0.35stable 75%robust
HFRO Highland Opportunities and Income Fund
- Last close
- 6.03
- 504-day return
- +25.18%
- Median $/day
- $851k
- Relationships shown
- 12
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
HFRO vs HGLB
Both indexed to 100 at 2026-05-11.
Moves with HFRO
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.35beyond mkt +0.19holdout +0.34stable 100%robust
ρ +0.31beyond mkt +0.15holdout +0.32stable 88%robust
ρ +0.33beyond mkt +0.13holdout +0.25stable 88%robust
ρ +0.30beyond mkt +0.12holdout +0.31stable 75%robust
ρ +0.32beyond mkt +0.12holdout +0.29stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.62holdout +0.68stable 62%moderate
horizon 10dρ +0.61holdout +0.64stable 62%moderate
horizon 10dρ +0.59holdout +0.63stable 100%robust
horizon 10dρ +0.58holdout +0.54stable 75%robust
horizon 10dρ +0.58holdout +0.57stable 88%robust
horizon 10dρ +0.58holdout +0.48stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.50recent -0.37prior +0.13beyond mkt -0.01
Δ -0.40recent -0.31prior +0.09beyond mkt -0.01
Δ +0.38recent +0.37prior -0.00beyond mkt -0.00
Δ -0.37recent -0.05prior +0.32beyond mkt +0.05
Δ +0.35recent +0.32prior -0.03beyond mkt -0.08
Δ +0.34recent +0.44prior +0.10beyond mkt +0.03