+311.4%
IVZ vs HALO
+2,323.1%
-2,011.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.2% | -19.9% | +22.1% | +6.7% |
| 30D | -2.2% | -6.7% | +4.6% | -1.1% |
| 3M | -8.4% | +0.4% | -8.8% | -9.0% |
| 6M | +6.2% | +60.6% | -54.4% | -5.3% |
| YTD | +12.4% | +53.0% | -40.6% | +1.1% |
| 1Y | +26.0% | +51.4% | -25.4% | +13.4% |
| 3Y | +147.9% | +176.5% | -28.6% | +89.4% |
| 5Y | +38.8% | +169.7% | -130.9% | +4.6% |
| 10Y | +44.6% | +747.6% | -703.0% | -19.3% |
| All | +311.4% | +2,323.1% | -2,011.7% | +43.0% |
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