+100.5%
VIAV vs HALO
+2,417.6%
-2,317.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.2% | -4.5% |
| 7D | +11.2% | -3.4% | +14.6% | +12.0% |
| 30D | -2.6% | +4.3% | -6.9% | -3.6% |
| 3M | -20.1% | +51.8% | -71.9% | -27.7% |
| 6M | +25.8% | +57.8% | -32.0% | +12.6% |
| YTD | +109.9% | +59.0% | +50.9% | +87.3% |
| 1Y | +214.3% | +41.2% | +173.1% | +186.9% |
| 3Y | +281.6% | +177.8% | +103.8% | +190.1% |
| 5Y | +132.6% | +159.5% | -26.9% | +75.7% |
| 10Y | +396.7% | +963.6% | -566.9% | +159.7% |
| All | +100.5% | +2,417.6% | -2,317.2% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling