+227.7%
XLE vs HALO
+156.4%
+71.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | +0.3% | -2.1% | +2.4% | +0.5% |
| 30D | +8.5% | +4.6% | +3.9% | +8.2% |
| 3M | +14.6% | +50.2% | -35.6% | +11.2% |
| 6M | +17.6% | +57.6% | -40.0% | +13.5% |
| YTD | +48.1% | +59.6% | -11.5% | +42.5% |
| 1Y | +53.8% | +41.2% | +12.6% | +49.4% |
| 3Y | +56.2% | +178.9% | -122.6% | +38.7% |
| 5Y | +227.7% | +160.1% | +67.6% | +191.5% |
| All | +227.7% | +156.4% | +71.4% | +191.5% |
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