+2,413.1%
XLK vs HALO
+2,422.4%
-9.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | -2.7% | +2.9% | +0.6% |
| 30D | -0.6% | +5.3% | -5.9% | -1.3% |
| 3M | +2.6% | +51.6% | -49.0% | -3.1% |
| 6M | +34.0% | +61.3% | -27.3% | +25.4% |
| YTD | +30.7% | +59.3% | -28.6% | +22.4% |
| 1Y | +39.2% | +38.3% | +0.9% | +32.5% |
| 3Y | +120.4% | +185.9% | -65.4% | +87.0% |
| 5Y | +148.8% | +159.9% | -11.1% | +111.1% |
| 10Y | +803.3% | +965.6% | -162.3% | +529.8% |
| All | +2,413.1% | +2,422.4% | -9.2% | +1,279.8% |
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