+135.4%
XLP vs HALO
+766.1%
-630.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.3% | -19.9% | +22.3% | +4.1% |
| 30D | +9.1% | -6.7% | +15.8% | +9.6% |
| 3M | +7.9% | +0.4% | +7.5% | +7.6% |
| 6M | +9.6% | +60.6% | -51.0% | +4.9% |
| YTD | +19.4% | +53.0% | -33.6% | +14.5% |
| 1Y | +22.4% | +51.4% | -29.0% | +17.4% |
| 3Y | +43.2% | +176.5% | -133.3% | +28.3% |
| 5Y | +42.6% | +169.7% | -127.2% | +26.6% |
| 10Y | +135.4% | +747.6% | -612.1% | +91.9% |
| All | +135.4% | +766.1% | -630.7% | +91.9% |
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