-31.5%
XYL vs HALO
+92.7%
-124.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.6% | +4.9% |
| 7D | +14.5% | +0.2% | +14.3% | +14.5% |
| 30D | -1.3% | +20.3% | -21.7% | -2.6% |
| 3M | -17.0% | +56.6% | -73.6% | -20.2% |
| 6M | -11.3% | +101.9% | -113.2% | -17.4% |
| YTD | -25.0% | +93.7% | -118.6% | -30.6% |
| 1Y | -31.5% | +91.5% | -123.1% | -36.6% |
| All | -31.5% | +92.7% | -124.2% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling