+29.5%
XLB vs HALO
+92.7%
-63.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.4% |
| 7D | +3.9% | +0.2% | +3.7% | +3.9% |
| 30D | +8.9% | +20.3% | -11.5% | +6.8% |
| 3M | +4.1% | +56.6% | -52.5% | -0.9% |
| 6M | +7.3% | +101.9% | -94.6% | -1.5% |
| YTD | +20.4% | +93.7% | -73.3% | +10.0% |
| 1Y | +29.5% | +91.5% | -62.0% | +18.5% |
| All | +29.5% | +92.7% | -63.2% | +18.5% |
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