-0.6%
XLC vs HALO
+47.3%
-47.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.8% | +4.6% | -5.4% | -1.0% |
| 30D | +1.0% | +31.8% | -30.8% | +0.1% |
| 3M | -0.7% | +53.9% | -54.6% | -2.6% |
| 6M | -5.1% | +57.4% | -62.5% | -7.5% |
| YTD | -4.3% | +63.7% | -68.0% | -7.1% |
| 1Y | -0.6% | +50.1% | -50.7% | -3.1% |
| All | -0.6% | +47.3% | -47.8% | -3.1% |
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