+108.1%
XLRE vs HALO
+650.2%
-542.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.2% | -2.7% | +1.6% | -0.9% |
| 30D | -2.4% | +5.3% | -7.7% | -3.0% |
| 3M | -2.5% | +51.6% | -54.1% | -7.3% |
| 6M | +4.0% | +61.3% | -57.3% | -1.9% |
| YTD | +9.3% | +59.3% | -50.0% | +3.0% |
| 1Y | +5.6% | +38.3% | -32.7% | +1.1% |
| 3Y | +31.3% | +185.9% | -154.6% | +13.1% |
| 5Y | +9.5% | +159.9% | -150.4% | -5.7% |
| 10Y | +89.0% | +965.6% | -876.6% | +43.4% |
| All | +108.1% | +650.2% | -542.0% | +58.9% |
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 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