+136.2%
XLP vs HALO
+692.7%
-556.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -0.2% | -18.1% | +17.9% | +1.4% |
| 30D | +8.2% | -8.2% | +16.3% | +8.8% |
| 3M | +7.7% | -1.1% | +8.8% | +7.6% |
| 6M | +9.3% | +41.9% | -32.6% | +5.7% |
| YTD | +19.5% | +49.6% | -30.1% | +14.7% |
| 1Y | +21.0% | +42.5% | -21.5% | +16.6% |
| 3Y | +43.2% | +170.3% | -127.0% | +28.4% |
| 5Y | +42.7% | +158.4% | -115.7% | +27.0% |
| All | +136.2% | +692.7% | -556.5% | +92.6% |
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