+442.6%
XYL vs HALO
+1,621.0%
-1,178.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -1.0% |
| 7D | +0.8% | -2.1% | +2.9% | +1.1% |
| 30D | -10.8% | +4.6% | -15.5% | -11.4% |
| 3M | -2.5% | +50.2% | -52.8% | -7.7% |
| 6M | -12.2% | +57.6% | -69.8% | -17.5% |
| YTD | -20.1% | +59.6% | -79.6% | -25.2% |
| 1Y | -20.6% | +41.2% | -61.8% | -24.6% |
| 3Y | +17.3% | +178.9% | -161.5% | -0.1% |
| 5Y | -14.5% | +160.1% | -174.6% | -27.5% |
| 10Y | +150.2% | +967.5% | -817.3% | +77.8% |
| All | +442.6% | +1,621.0% | -1,178.4% | +238.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling