+2,417.6%
HALO vs ITOT
+899.8%
+1,517.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | +0.4% |
| 7D | -3.4% | -2.0% | -1.4% | -1.0% |
| 30D | +4.3% | -2.0% | +6.2% | +6.7% |
| 3M | +51.8% | +4.5% | +47.2% | +43.5% |
| 6M | +57.8% | +12.6% | +45.2% | +35.9% |
| YTD | +59.0% | +12.0% | +47.0% | +37.7% |
| 1Y | +41.2% | +17.3% | +23.9% | +15.2% |
| 3Y | +177.8% | +75.2% | +102.6% | +34.4% |
| 5Y | +159.5% | +74.0% | +85.4% | +23.3% |
| 10Y | +963.6% | +298.6% | +665.0% | +58.5% |
| All | +2,417.6% | +899.8% | +1,517.8% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling