+257.2%
XOM vs HALO
+158.6%
+98.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.1% | -2.7% | +6.8% | +4.2% |
| 30D | +4.6% | +5.3% | -0.7% | +4.3% |
| 3M | +14.0% | +51.6% | -37.6% | +11.0% |
| 6M | +11.0% | +61.3% | -50.3% | +7.6% |
| YTD | +40.7% | +59.3% | -18.6% | +36.2% |
| 1Y | +52.3% | +38.3% | +14.0% | +49.0% |
| 3Y | +60.5% | +185.9% | -125.4% | +44.0% |
| All | +257.2% | +158.6% | +98.6% | +221.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling