+273.5%
XLF vs HALO
+2,417.6%
-2,144.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -2.9% | -3.4% | +0.5% | -2.3% |
| 30D | -1.6% | +4.3% | -5.9% | -2.3% |
| 3M | +9.3% | +51.8% | -42.5% | +1.5% |
| 6M | +14.6% | +57.8% | -43.2% | +5.6% |
| YTD | +4.7% | +59.0% | -54.3% | -3.9% |
| 1Y | +8.6% | +41.2% | -32.5% | +1.5% |
| 3Y | +73.9% | +177.8% | -104.0% | +40.7% |
| 5Y | +65.0% | +159.5% | -94.4% | +32.4% |
| 10Y | +250.4% | +963.6% | -713.2% | +108.8% |
| All | +273.5% | +2,417.6% | -2,144.1% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling