-3.3%
XRT vs HALO
+156.4%
-159.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | -6.9% | +4.6% | -11.6% | -7.9% |
| 3M | -0.4% | +50.2% | -50.6% | -9.3% |
| 6M | +2.2% | +57.6% | -55.4% | -8.1% |
| YTD | -0.7% | +59.6% | -60.2% | -11.3% |
| 1Y | -2.0% | +41.2% | -43.2% | -10.2% |
| 3Y | +41.0% | +178.9% | -137.8% | +1.9% |
| 5Y | -3.3% | +160.1% | -163.4% | -33.6% |
| All | -3.3% | +156.4% | -159.7% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling