+179.2%
XLE vs HALO
+689.5%
-510.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +5.4% | -3.2% | +8.7% | +5.9% |
| 30D | -3.9% | -14.2% | +10.2% | -2.1% |
| 3M | +7.0% | -0.4% | +7.4% | +6.6% |
| 6M | +14.2% | +43.2% | -29.0% | +7.2% |
| YTD | +48.2% | +49.0% | -0.8% | +37.5% |
| 1Y | +47.7% | +40.8% | +6.8% | +38.1% |
| 3Y | +70.0% | +167.4% | -97.4% | +37.3% |
| 5Y | +169.1% | +157.4% | +11.8% | +112.8% |
| All | +179.2% | +689.5% | -510.4% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling