+55.0%
XOP vs HALO
+979.6%
-924.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.6% | -2.7% | +5.3% | +3.2% |
| 30D | +9.6% | +5.3% | +4.3% | +8.4% |
| 3M | +20.4% | +51.6% | -31.2% | +10.2% |
| 6M | +19.9% | +61.3% | -41.3% | +7.9% |
| YTD | +56.4% | +59.3% | -2.9% | +40.5% |
| 1Y | +52.4% | +38.3% | +14.2% | +40.7% |
| 3Y | +39.9% | +185.9% | -146.0% | +4.1% |
| 5Y | +163.7% | +159.9% | +3.8% | +95.1% |
| All | +55.0% | +979.6% | -924.5% | -15.9% |
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 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