+169.4%
XLV vs HALO
+979.6%
-810.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -2.7% | -0.8% | -3.1% |
| 30D | -1.8% | +5.3% | -7.1% | -2.7% |
| 3M | +7.8% | +51.6% | -43.8% | +0.2% |
| 6M | +9.1% | +61.3% | -52.1% | +0.3% |
| YTD | +7.7% | +59.3% | -51.6% | -1.0% |
| 1Y | +20.4% | +38.3% | -17.9% | +13.1% |
| 3Y | +30.8% | +185.9% | -155.1% | +6.0% |
| 5Y | +34.6% | +159.9% | -125.3% | +8.6% |
| All | +169.4% | +979.6% | -810.2% | +68.1% |
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