+86.6%
XOP vs HALO
+4,569.1%
-4,482.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +1.0% | -2.1% | +3.0% | +1.4% |
| 30D | +10.8% | +4.6% | +6.2% | +9.8% |
| 3M | +19.5% | +50.2% | -30.8% | +9.6% |
| 6M | +21.6% | +57.6% | -36.0% | +10.0% |
| YTD | +55.8% | +59.6% | -3.7% | +40.2% |
| 1Y | +54.6% | +41.2% | +13.5% | +42.2% |
| 3Y | +36.6% | +178.9% | -142.2% | +5.1% |
| 5Y | +160.6% | +160.1% | +0.6% | +98.8% |
| 10Y | +56.2% | +967.5% | -911.3% | -15.3% |
| All | +86.6% | +4,569.1% | -4,482.5% | -33.9% |
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