+241.5%
XME vs HALO
+4,609.1%
-4,367.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | +3.6% | +0.5% | +3.1% | +3.5% |
| 30D | +3.6% | +5.0% | -1.4% | +2.6% |
| 3M | +1.2% | +53.1% | -51.9% | -7.7% |
| 6M | +9.0% | +60.8% | -51.7% | -1.7% |
| YTD | +15.9% | +60.9% | -45.0% | +4.3% |
| 1Y | +43.2% | +42.8% | +0.4% | +31.6% |
| 3Y | +137.4% | +181.3% | -43.9% | +82.6% |
| 5Y | +185.0% | +157.6% | +27.5% | +118.5% |
| 10Y | +409.5% | +910.4% | -500.9% | +176.6% |
| All | +241.5% | +4,609.1% | -4,367.6% | +6.9% |
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