+910.4%
HALO vs VT
+221.4%
+688.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | +0.5% | +1.0% | -0.5% | -0.4% |
| 30D | +5.0% | -0.2% | +5.3% | +5.2% |
| 3M | +53.1% | +4.5% | +48.6% | +46.6% |
| 6M | +60.8% | +14.1% | +46.7% | +41.1% |
| YTD | +60.9% | +14.8% | +46.2% | +40.4% |
| 1Y | +42.8% | +21.2% | +21.6% | +17.9% |
| 3Y | +181.3% | +76.6% | +104.7% | +59.3% |
| 5Y | +157.6% | +66.6% | +91.0% | +54.5% |
| 10Y | +910.4% | +222.3% | +688.1% | +157.1% |
| All | +910.4% | +221.4% | +688.9% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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