+141.4%
XLC vs HALO
+476.1%
-334.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.1% |
| 7D | +0.6% | +0.5% | 0.0% | +0.5% |
| 30D | +0.2% | +5.0% | -4.8% | -0.8% |
| 3M | +0.6% | +53.1% | -52.5% | -8.0% |
| 6M | -4.5% | +60.8% | -65.3% | -13.8% |
| YTD | -4.7% | +60.9% | -65.7% | -14.3% |
| 1Y | -1.7% | +42.8% | -44.4% | -9.6% |
| 3Y | +72.3% | +181.3% | -109.0% | +29.4% |
| 5Y | +37.8% | +157.6% | -119.8% | +2.6% |
| All | +141.4% | +476.1% | -334.8% | +26.7% |
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 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