+788.5%
XLK vs HALO
+979.6%
-191.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | -2.7% | +2.9% | +0.7% |
| 30D | -0.6% | +5.3% | -5.9% | -1.7% |
| 3M | +2.6% | +51.6% | -49.0% | -5.9% |
| 6M | +34.0% | +61.3% | -27.3% | +21.2% |
| YTD | +30.7% | +59.3% | -28.6% | +18.2% |
| 1Y | +39.2% | +38.3% | +0.9% | +29.1% |
| 3Y | +120.4% | +185.9% | -65.4% | +68.9% |
| 5Y | +148.8% | +159.9% | -11.1% | +89.9% |
| All | +788.5% | +979.6% | -191.1% | +440.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling