+147.9%
OXY vs HALO
+158.6%
-10.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.8% | -2.7% | +5.5% | +3.0% |
| 30D | +5.5% | +5.3% | +0.1% | +5.1% |
| 3M | +11.3% | +51.6% | -40.3% | +7.9% |
| 6M | +11.6% | +61.3% | -49.7% | +7.5% |
| YTD | +51.6% | +59.3% | -7.7% | +45.8% |
| 1Y | +36.2% | +38.3% | -2.1% | +32.7% |
| 3Y | +1.7% | +185.9% | -184.2% | -10.3% |
| All | +147.9% | +158.6% | -10.7% | +121.2% |
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