+3.5%
VCIT vs HALO
+155.8%
-152.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.7% | +15.6% | +0.3% |
| 7D | +0.1% | -20.8% | +20.9% | +0.7% |
| 30D | +1.9% | -6.5% | +8.4% | +2.0% |
| 3M | -1.4% | +20.8% | -22.3% | -2.1% |
| 6M | -2.1% | +56.2% | -58.3% | -3.5% |
| YTD | -1.6% | +54.0% | -55.6% | -3.1% |
| 1Y | -0.9% | +51.5% | -52.4% | -2.3% |
| 3Y | +20.0% | +193.9% | -173.9% | +14.7% |
| All | +3.5% | +155.8% | -152.3% | -2.0% |
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 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