+909.3%
XLI vs HALO
+2,426.8%
-1,517.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -0.6% | -2.1% | +1.5% | -0.3% |
| 30D | -6.9% | +4.6% | -11.6% | -7.5% |
| 3M | -1.9% | +50.2% | -52.2% | -7.1% |
| 6M | +1.0% | +57.6% | -56.6% | -5.0% |
| YTD | +11.3% | +59.6% | -48.2% | +4.4% |
| 1Y | +15.8% | +41.2% | -25.4% | +10.1% |
| 3Y | +69.8% | +178.9% | -109.0% | +45.1% |
| 5Y | +80.9% | +160.1% | -79.2% | +53.7% |
| 10Y | +257.2% | +967.5% | -710.3% | +145.9% |
| All | +909.3% | +2,426.8% | -1,517.6% | +433.3% |
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 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