+22.6%
XHB vs HALO
+178.1%
-155.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.6% | -2.7% | -1.9% | -4.2% |
| 30D | -9.1% | +5.3% | -14.4% | -9.9% |
| 3M | -8.6% | +51.6% | -60.1% | -14.5% |
| 6M | -4.0% | +61.3% | -65.3% | -11.2% |
| YTD | -3.9% | +59.3% | -63.2% | -11.1% |
| 1Y | -16.5% | +38.3% | -54.7% | -21.3% |
| 3Y | +22.6% | +185.9% | -163.3% | -1.4% |
| All | +22.6% | +178.1% | -155.5% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling