+41.0%
XRT vs HALO
+178.6%
-137.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.4% | -2.1% | -0.3% | -2.1% |
| 30D | -6.9% | +4.6% | -11.6% | -7.5% |
| 3M | -0.4% | +50.2% | -50.6% | -6.1% |
| 6M | +2.2% | +57.6% | -55.4% | -4.5% |
| YTD | -0.7% | +59.6% | -60.2% | -7.6% |
| 1Y | -2.0% | +41.2% | -43.2% | -7.3% |
| All | +41.0% | +178.6% | -137.6% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling