+119.9%
XRT vs HALO
+977.5%
-857.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -3.6% | -3.4% | -0.2% | -2.9% |
| 30D | -6.7% | +4.3% | -11.0% | -7.5% |
| 3M | -1.4% | +51.8% | -53.2% | -10.0% |
| 6M | +1.7% | +57.8% | -56.1% | -8.2% |
| YTD | -1.5% | +59.0% | -60.5% | -11.4% |
| 1Y | -2.5% | +41.2% | -43.6% | -10.4% |
| 3Y | +39.9% | +177.8% | -137.9% | +6.4% |
| 5Y | -2.6% | +159.5% | -162.1% | -26.2% |
| All | +119.9% | +977.5% | -857.6% | +31.0% |
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