-79.0%
VFC vs HALO
+157.2%
-236.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.3% | -3.4% | +0.1% | -2.4% |
| 30D | -14.0% | +4.3% | -18.3% | -15.0% |
| 3M | -22.6% | +51.8% | -74.3% | -31.2% |
| 6M | -24.7% | +57.8% | -82.5% | -33.9% |
| YTD | -29.0% | +59.0% | -88.0% | -38.2% |
| 1Y | -13.8% | +41.2% | -54.9% | -22.6% |
| 3Y | -28.2% | +177.8% | -206.1% | -49.6% |
| 5Y | -79.0% | +159.5% | -238.5% | -85.6% |
| All | -79.0% | +157.2% | -236.2% | -85.6% |
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