+371.3%
IVZ vs HALO
+2,492.7%
-2,121.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +0.6% | +4.6% | -4.0% | -0.3% |
| 30D | +4.0% | +31.8% | -27.8% | -2.4% |
| 3M | +18.2% | +53.9% | -35.7% | +7.1% |
| 6M | +32.8% | +57.4% | -24.5% | +19.6% |
| YTD | +28.7% | +63.7% | -35.0% | +14.7% |
| 1Y | +55.4% | +50.1% | +5.3% | +40.6% |
| 3Y | +135.2% | +157.3% | -22.1% | +82.9% |
| 5Y | +64.2% | +161.0% | -96.8% | +25.1% |
| 10Y | +64.6% | +1,018.7% | -954.1% | -13.3% |
| All | +371.3% | +2,492.7% | -2,121.5% | +62.2% |
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