+856.2%
XLY vs HALO
+2,422.4%
-1,566.2%
-59.0%
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% | +0.9% |
| 7D | -1.7% | -2.7% | +1.0% | -1.3% |
| 30D | -4.2% | +5.3% | -9.5% | -4.9% |
| 3M | -2.7% | +51.6% | -54.2% | -8.1% |
| 6M | -0.6% | +61.3% | -61.9% | -7.1% |
| YTD | -5.0% | +59.3% | -64.3% | -11.2% |
| 1Y | -4.1% | +38.3% | -42.4% | -8.8% |
| 3Y | +33.6% | +185.9% | -152.3% | +12.9% |
| 5Y | +28.7% | +159.9% | -131.2% | +8.7% |
| 10Y | +219.6% | +965.6% | -746.0% | +118.1% |
| All | +856.2% | +2,422.4% | -1,566.2% | +408.6% |
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