+697.3%
XLV vs HALO
+2,422.4%
-1,725.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -2.7% | -0.8% | -3.3% |
| 30D | -1.8% | +5.3% | -7.1% | -2.4% |
| 3M | +7.8% | +51.6% | -43.8% | +2.6% |
| 6M | +9.1% | +61.3% | -52.1% | +3.1% |
| YTD | +7.7% | +59.3% | -51.6% | +1.8% |
| 1Y | +20.4% | +38.3% | -17.9% | +15.5% |
| 3Y | +30.8% | +185.9% | -155.1% | +13.8% |
| 5Y | +34.6% | +159.9% | -125.3% | +16.9% |
| 10Y | +173.4% | +965.6% | -792.2% | +98.3% |
| All | +697.3% | +2,422.4% | -1,725.1% | +372.1% |
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 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