+3,515.8%
HALO vs VIG
+614.0%
+2,901.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | -2.1% | -1.2% | -0.9% | -0.5% |
| 30D | +4.6% | -2.8% | +7.5% | +8.7% |
| 3M | +50.2% | +2.5% | +47.8% | +45.6% |
| 6M | +57.6% | +8.1% | +49.5% | +42.1% |
| YTD | +59.6% | +9.6% | +50.0% | +41.3% |
| 1Y | +41.2% | +14.2% | +27.0% | +18.1% |
| 3Y | +178.9% | +56.1% | +122.8% | +52.3% |
| 5Y | +160.1% | +62.8% | +97.2% | +31.8% |
| 10Y | +967.5% | +248.2% | +719.3% | +61.4% |
| All | +3,515.8% | +614.0% | +2,901.8% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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