+926.0%
IVV vs HALO
+2,259.3%
-1,333.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +2.6% | -3.2% | +5.8% | +3.0% |
| 30D | -2.0% | -14.2% | +12.2% | -0.4% |
| 3M | -2.8% | -0.4% | -2.4% | -3.0% |
| 6M | +2.2% | +43.2% | -41.0% | -2.9% |
| YTD | +11.5% | +49.0% | -37.5% | +5.3% |
| 1Y | +13.5% | +40.8% | -27.4% | +7.8% |
| 3Y | +78.1% | +167.4% | -89.3% | +53.2% |
| 5Y | +73.1% | +157.4% | -84.3% | +47.5% |
| 10Y | +310.4% | +697.1% | -386.6% | +195.7% |
| All | +926.0% | +2,259.3% | -1,333.3% | +456.3% |
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