-0.8%
VCIT vs HALO
+92.7%
-93.5%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +2.2% | +20.3% | -18.2% | +1.7% |
| 3M | -1.8% | +56.6% | -58.4% | -2.9% |
| 6M | -1.6% | +101.9% | -103.5% | -3.5% |
| YTD | -1.7% | +93.7% | -95.4% | -3.7% |
| 1Y | -0.8% | +91.5% | -92.4% | -2.7% |
| All | -0.8% | +92.7% | -93.5% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling