+659.2%
XLU vs HALO
+2,422.4%
-1,763.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -2.7% | +1.1% | -1.4% |
| 30D | -3.3% | +5.3% | -8.6% | -3.6% |
| 3M | -3.2% | +51.6% | -54.7% | -5.8% |
| 6M | -7.0% | +61.3% | -68.2% | -9.9% |
| YTD | +0.6% | +59.3% | -58.7% | -2.5% |
| 1Y | +2.4% | +38.3% | -35.8% | 0.0% |
| 3Y | +46.3% | +185.9% | -139.6% | +35.0% |
| 5Y | +44.0% | +159.9% | -116.0% | +32.7% |
| 10Y | +140.1% | +965.6% | -825.5% | +99.0% |
| All | +659.2% | +2,422.4% | -1,763.1% | +433.8% |
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