+567.9%
XLB vs HALO
+2,448.5%
-1,880.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.7% |
| 7D | -0.2% | +0.5% | -0.8% | -0.3% |
| 30D | -1.7% | +5.0% | -6.8% | -2.4% |
| 3M | +4.4% | +53.1% | -48.8% | -1.6% |
| 6M | +5.0% | +60.8% | -55.7% | -1.7% |
| YTD | +15.5% | +60.9% | -45.5% | +7.9% |
| 1Y | +14.9% | +42.8% | -27.9% | +8.9% |
| 3Y | +34.5% | +181.3% | -146.7% | +14.0% |
| 5Y | +36.5% | +157.6% | -121.0% | +15.4% |
| 10Y | +159.6% | +910.4% | -750.8% | +76.8% |
| All | +567.9% | +2,448.5% | -1,880.6% | +252.2% |
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 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