+878.6%
XEL vs HALO
+2,417.6%
-1,539.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -1.2% | -3.4% | +2.2% | -1.0% |
| 30D | -2.9% | +4.3% | -7.2% | -3.1% |
| 3M | -2.7% | +51.8% | -54.5% | -4.9% |
| 6M | -6.5% | +57.8% | -64.3% | -8.8% |
| YTD | +3.6% | +59.0% | -55.4% | +0.9% |
| 1Y | +7.5% | +41.2% | -33.7% | +5.3% |
| 3Y | +46.3% | +177.8% | -131.5% | +37.2% |
| 5Y | +30.5% | +159.5% | -128.9% | +21.9% |
| 10Y | +151.4% | +963.6% | -812.2% | +114.4% |
| All | +878.6% | +2,417.6% | -1,539.1% | +611.3% |
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