+39.3%
XLC vs HALO
+157.2%
-117.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.7% | -3.4% | +1.7% | -1.2% |
| 30D | +0.2% | +4.3% | -4.1% | -0.4% |
| 3M | +0.7% | +51.8% | -51.1% | -5.4% |
| 6M | -4.5% | +57.8% | -62.3% | -10.9% |
| YTD | -4.7% | +59.0% | -63.7% | -11.6% |
| 1Y | -1.5% | +41.2% | -42.7% | -7.0% |
| 3Y | +72.2% | +177.8% | -105.6% | +38.9% |
| 5Y | +39.3% | +159.5% | -120.1% | +8.7% |
| All | +39.3% | +157.2% | -117.9% | +8.7% |
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