+402.6%
XME vs HALO
+979.6%
-576.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.2% | -2.7% | -1.5% | -3.6% |
| 30D | -2.7% | +5.3% | -8.0% | -3.8% |
| 3M | -3.9% | +51.6% | -55.5% | -12.6% |
| 6M | -1.0% | +61.3% | -62.2% | -11.4% |
| YTD | +9.8% | +59.3% | -49.5% | -1.6% |
| 1Y | +32.5% | +38.3% | -5.7% | +22.1% |
| 3Y | +124.3% | +185.9% | -61.5% | +67.3% |
| 5Y | +165.8% | +159.9% | +5.9% | +97.9% |
| All | +402.6% | +979.6% | -576.9% | +165.6% |
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 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