  We combine Gaia data release 1 astrometry with Sloan Digital Sky Survey
(SDSS) images taken some ~10-15 years earlier, to measure proper motions of
stars in the halo of our Galaxy. The SDSS-Gaia proper motions have typical
statistical errors of 2 mas/yr down to r ~ 20 mag, and are robust to variations
with magnitude and colour. Armed with this exquisite set of halo proper
motions, we identify RR Lyrae, blue horizontal branch (BHB), and K giant stars
in the halo, and measure their net rotation with respect to the Galactic disc.
We find evidence for a gently rotating prograde signal (< $V_\phi$ > ~ 5-25
km/s) in the halo stars, which shows little variation with Galactocentric
radius out to 50 kpc. The average rotation signal for the three populations is
< $V_\phi$ > = 14 +/- 2 +/- 10 (syst.) km/s. There is also tentative evidence
for a kinematic correlation with metallicity, whereby the metal richer BHB and
K giant stars have slightly stronger prograde rotation than the metal poorer
stars. Using the Auriga simulation suite we find that the old (T >10 Gyr) stars
in the simulated halos exhibit mild prograde rotation, with little dependence
on radius or metallicity, in general agreement with the observations. The weak
halo rotation suggests that the Milky Way has a minor in situ halo component,
and has undergone a relatively quiet accretion history.
