+81.8%
XLI vs HALO
+158.6%
-76.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.7% | -2.7% | +1.1% | -1.3% |
| 30D | -7.3% | +5.3% | -12.6% | -8.0% |
| 3M | -1.3% | +51.6% | -52.9% | -7.2% |
| 6M | +2.2% | +61.3% | -59.0% | -4.8% |
| YTD | +11.7% | +59.3% | -47.6% | +4.0% |
| 1Y | +14.3% | +38.3% | -24.0% | +8.3% |
| 3Y | +70.3% | +185.9% | -115.5% | +40.3% |
| All | +81.8% | +158.6% | -76.8% | +45.1% |
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