+933.4%
IVV vs HALO
+2,292.5%
-1,359.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -0.9% | -22.0% | +21.1% | +1.9% |
| 30D | -2.3% | -8.5% | +6.1% | -1.5% |
| 3M | -1.2% | -0.9% | -0.2% | -1.4% |
| 6M | +3.3% | +53.1% | -49.8% | -2.6% |
| YTD | +12.3% | +51.1% | -38.8% | +5.8% |
| 1Y | +12.5% | +45.0% | -32.5% | +6.5% |
| 3Y | +79.2% | +173.0% | -93.8% | +53.7% |
| 5Y | +75.6% | +163.6% | -88.0% | +49.2% |
| 10Y | +313.4% | +708.3% | -394.9% | +197.3% |
| All | +933.4% | +2,292.5% | -1,359.1% | +459.3% |
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