+195.0%
VLO vs HALO
+178.1%
+16.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +5.3% | -2.7% | +8.0% | +5.4% |
| 30D | +18.2% | +5.3% | +12.9% | +18.1% |
| 3M | +53.3% | +51.6% | +1.8% | +51.8% |
| 6M | +70.4% | +61.3% | +9.2% | +68.3% |
| YTD | +143.4% | +59.3% | +84.1% | +140.5% |
| 1Y | +153.0% | +38.3% | +114.7% | +151.6% |
| 3Y | +195.0% | +185.9% | +9.1% | +183.4% |
| All | +195.0% | +178.1% | +16.9% | +183.4% |
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