+45.9%
OXY vs HALO
+92.7%
-46.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.5% | -5.0% |
| 7D | -8.8% | +0.2% | -9.0% | -8.8% |
| 30D | -1.7% | +20.3% | -22.0% | +0.8% |
| 3M | +4.5% | +56.6% | -52.1% | +11.0% |
| 6M | -4.0% | +101.9% | -105.9% | +7.0% |
| YTD | +41.4% | +93.7% | -52.3% | +56.0% |
| 1Y | +45.9% | +91.5% | -45.6% | +60.7% |
| All | +45.9% | +92.7% | -46.8% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling