+248.8%
XLF vs HALO
+979.6%
-730.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -2.7% | +1.3% | -1.0% |
| 30D | -1.2% | +5.3% | -6.5% | -2.0% |
| 3M | +9.2% | +51.6% | -42.4% | +1.5% |
| 6M | +16.3% | +61.3% | -44.9% | +6.9% |
| YTD | +5.4% | +59.3% | -53.9% | -3.2% |
| 1Y | +7.6% | +38.3% | -30.7% | +1.0% |
| 3Y | +74.2% | +185.9% | -111.7% | +39.2% |
| 5Y | +66.1% | +159.9% | -93.8% | +32.2% |
| All | +248.8% | +979.6% | -730.7% | +112.9% |
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