+142.8%
XYL vs HALO
+979.6%
-836.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.2% | -2.7% | +3.9% | +1.7% |
| 30D | -11.9% | +5.3% | -17.3% | -12.8% |
| 3M | -1.5% | +51.6% | -53.1% | -9.3% |
| 6M | -11.9% | +61.3% | -73.2% | -19.9% |
| YTD | -20.6% | +59.3% | -79.9% | -27.9% |
| 1Y | -23.5% | +38.3% | -61.8% | -28.8% |
| 3Y | +14.9% | +185.9% | -171.0% | -10.8% |
| 5Y | -15.3% | +159.9% | -175.2% | -34.5% |
| All | +142.8% | +979.6% | -836.7% | +42.1% |
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