+74.2%
XLF vs HALO
+178.1%
-103.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.5% | -2.7% | +1.3% | -1.2% |
| 30D | -1.2% | +5.3% | -6.5% | -1.6% |
| 3M | +9.2% | +51.6% | -42.4% | +4.7% |
| 6M | +16.3% | +61.3% | -44.9% | +10.7% |
| YTD | +5.4% | +59.3% | -53.9% | +0.3% |
| 1Y | +7.6% | +38.3% | -30.7% | +3.7% |
| 3Y | +74.2% | +185.9% | -111.7% | +51.8% |
| All | +74.2% | +178.1% | -103.9% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling