+62.8%
IVZ vs HALO
+149.7%
-86.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.8% |
| 7D | +1.1% | +0.5% | +0.5% | +1.0% |
| 30D | +3.1% | +5.0% | -1.9% | +1.9% |
| 3M | +18.2% | +53.1% | -35.0% | +6.4% |
| 6M | +38.6% | +60.8% | -22.2% | +23.1% |
| YTD | +25.9% | +60.9% | -35.0% | +11.4% |
| 1Y | +51.7% | +42.8% | +8.9% | +37.7% |
| 3Y | +138.7% | +181.3% | -42.6% | +70.4% |
| 5Y | +62.8% | +157.6% | -94.8% | +15.4% |
| All | +62.8% | +149.7% | -86.9% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling