-22.4%
VFC vs HALO
+178.6%
-201.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.0% |
| 7D | -2.3% | -2.1% | -0.3% | -1.9% |
| 30D | -13.4% | +4.6% | -18.0% | -14.4% |
| 3M | -23.7% | +50.2% | -73.9% | -31.6% |
| 6M | -24.5% | +57.6% | -82.1% | -33.3% |
| YTD | -27.8% | +59.6% | -87.4% | -36.9% |
| 1Y | -13.5% | +41.2% | -54.6% | -22.0% |
| All | -22.4% | +178.6% | -201.0% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling