+30.6%
VCIT vs HALO
+766.1%
-735.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +0.1% | -19.9% | +20.0% | +0.6% |
| 30D | +1.1% | -6.7% | +7.9% | +1.2% |
| 3M | -1.4% | +0.4% | -1.7% | -1.4% |
| 6M | -2.3% | +60.6% | -62.9% | -3.5% |
| YTD | -1.8% | +53.0% | -54.8% | -2.9% |
| 1Y | -1.0% | +51.4% | -52.4% | -2.1% |
| 3Y | +19.3% | +176.5% | -157.2% | +15.8% |
| 5Y | +3.8% | +169.7% | -165.9% | +0.6% |
| 10Y | +30.6% | +747.6% | -717.0% | +24.5% |
| All | +30.6% | +766.1% | -735.5% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling