+876.3%
HALO vs ITOT
+303.4%
+572.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.6% |
| 7D | -2.7% | -0.9% | -1.8% | -1.9% |
| 30D | +5.3% | -1.5% | +6.8% | +6.7% |
| 3M | +51.6% | +3.6% | +48.0% | +46.7% |
| 6M | +61.3% | +13.7% | +47.6% | +43.1% |
| YTD | +59.3% | +12.9% | +46.4% | +42.1% |
| 1Y | +38.3% | +17.2% | +21.1% | +19.0% |
| 3Y | +185.9% | +75.6% | +110.2% | +66.3% |
| 5Y | +159.9% | +75.5% | +84.5% | +50.5% |
| All | +876.3% | +303.4% | +572.9% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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