+725.0%
XOM vs HALO
+2,422.4%
-1,697.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.1% | -2.7% | +6.8% | +4.4% |
| 30D | +4.6% | +5.3% | -0.7% | +4.1% |
| 3M | +14.0% | +51.6% | -37.6% | +9.3% |
| 6M | +11.0% | +61.3% | -50.3% | +5.6% |
| YTD | +40.7% | +59.3% | -18.6% | +33.8% |
| 1Y | +52.3% | +38.3% | +14.0% | +46.6% |
| 3Y | +60.5% | +185.9% | -125.4% | +41.3% |
| 5Y | +266.4% | +159.9% | +106.5% | +221.5% |
| 10Y | +194.4% | +965.6% | -771.2% | +119.0% |
| All | +725.0% | +2,422.4% | -1,697.4% | +392.7% |
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