+123.0%
XRT vs HALO
+979.6%
-856.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -3.2% | -2.7% | -0.5% | -2.7% |
| 30D | -4.5% | +5.3% | -9.8% | -5.5% |
| 3M | -3.1% | +51.6% | -54.6% | -11.5% |
| 6M | +4.2% | +61.3% | -57.0% | -6.3% |
| YTD | -0.1% | +59.3% | -59.4% | -10.3% |
| 1Y | -3.0% | +38.3% | -41.3% | -10.5% |
| 3Y | +41.8% | +185.9% | -144.1% | +7.2% |
| 5Y | -1.3% | +159.9% | -161.2% | -25.2% |
| All | +123.0% | +979.6% | -856.6% | +32.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling