+106.2%
XLP vs HALO
+924.7%
-818.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -2.9% | -2.1% | -0.8% | -2.7% |
| 30D | -2.2% | +4.6% | -6.9% | -2.6% |
| 3M | -0.6% | +50.2% | -50.8% | -3.9% |
| 6M | -2.2% | +57.6% | -59.8% | -5.9% |
| YTD | +8.3% | +59.6% | -51.3% | +3.8% |
| 1Y | +5.7% | +41.2% | -35.4% | +2.3% |
| 3Y | +25.7% | +178.9% | -153.2% | +13.3% |
| 5Y | +31.3% | +160.1% | -128.8% | +17.8% |
| 10Y | +106.2% | +967.5% | -861.3% | +69.4% |
| All | +106.2% | +924.7% | -818.6% | +69.4% |
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