+34.0%
XHB vs HALO
+158.6%
-124.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.6% | -2.7% | -1.9% | -4.1% |
| 30D | -9.1% | +5.3% | -14.4% | -10.1% |
| 3M | -8.6% | +51.6% | -60.1% | -16.4% |
| 6M | -4.0% | +61.3% | -65.3% | -13.5% |
| YTD | -3.9% | +59.3% | -63.2% | -13.4% |
| 1Y | -16.5% | +38.3% | -54.7% | -22.7% |
| 3Y | +22.6% | +185.9% | -163.3% | -8.2% |
| All | +34.0% | +158.6% | -124.6% | -3.7% |
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 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