+55.6%
VFC vs HALO
+92.7%
-37.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.3% |
| 7D | +21.5% | +0.2% | +21.2% | +21.4% |
| 30D | +46.7% | +20.3% | +26.3% | +43.5% |
| 3M | +38.4% | +56.6% | -18.2% | +31.1% |
| 6M | +15.2% | +101.9% | -86.6% | +5.0% |
| YTD | +17.8% | +93.7% | -75.9% | +7.2% |
| 1Y | +55.6% | +91.5% | -36.0% | +42.0% |
| All | +55.6% | +92.7% | -37.1% | +42.0% |
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 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