+569.6%
XLP vs HALO
+2,492.7%
-1,923.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.0% | +4.6% | -5.6% | -1.3% |
| 30D | -0.9% | +31.8% | -32.7% | -2.8% |
| 3M | +3.8% | +53.9% | -50.1% | +0.7% |
| 6M | -1.7% | +57.4% | -59.1% | -4.8% |
| YTD | +10.3% | +63.7% | -53.5% | +6.4% |
| 1Y | +7.8% | +50.1% | -42.3% | +4.5% |
| 3Y | +27.2% | +157.3% | -130.1% | +17.7% |
| 5Y | +32.5% | +161.0% | -128.5% | +21.5% |
| 10Y | +101.8% | +1,018.7% | -916.9% | +64.7% |
| All | +569.6% | +2,492.7% | -1,923.1% | +369.2% |
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