+64.3%
XLF vs HALO
+158.6%
-94.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -2.7% | +1.3% | -1.1% |
| 30D | -1.2% | +5.3% | -6.5% | -1.8% |
| 3M | +9.2% | +51.6% | -42.4% | +3.0% |
| 6M | +16.3% | +61.3% | -44.9% | +8.7% |
| YTD | +5.4% | +59.3% | -53.9% | -1.6% |
| 1Y | +7.6% | +38.3% | -30.7% | +2.3% |
| 3Y | +74.2% | +185.9% | -111.7% | +43.7% |
| All | +64.3% | +158.6% | -94.4% | +34.3% |
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