-68.5%
VFC vs HALO
+979.6%
-1,048.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | -1.4% | -2.7% | +1.3% | -0.8% |
| 30D | -9.0% | +5.3% | -14.3% | -10.0% |
| 3M | -24.2% | +51.6% | -75.7% | -30.9% |
| 6M | -18.5% | +61.3% | -79.8% | -26.8% |
| YTD | -25.9% | +59.3% | -85.2% | -33.5% |
| 1Y | -13.0% | +38.3% | -51.3% | -19.7% |
| 3Y | -20.3% | +185.9% | -206.2% | -38.6% |
| 5Y | -78.1% | +159.9% | -238.0% | -83.0% |
| All | -68.5% | +979.6% | -1,048.1% | -79.9% |
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 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