+10.6%
XOM vs HALO
+60.4%
-49.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.1% |
| 7D | 0.0% | -2.1% | +2.1% | -0.1% |
| 30D | +3.4% | +4.6% | -1.2% | +3.8% |
| 3M | +11.0% | +50.2% | -39.2% | +17.7% |
| 6M | +10.6% | +57.6% | -47.0% | +18.3% |
| All | +10.6% | +60.4% | -49.8% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling