-8.2%
VFC vs HALO
+47.3%
-55.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | -1.6% | +4.6% | -6.2% | -2.3% |
| 30D | -11.6% | +31.8% | -43.5% | -16.0% |
| 3M | -18.1% | +53.9% | -72.0% | -25.0% |
| 6M | -27.4% | +57.4% | -84.7% | -34.1% |
| YTD | -24.8% | +63.7% | -88.6% | -34.1% |
| 1Y | -8.2% | +50.1% | -58.3% | -17.9% |
| All | -8.2% | +47.3% | -55.5% | -17.9% |
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