+5,468.3%
VLO vs HALO
+2,426.8%
+3,041.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +6.2% | -2.1% | +8.3% | +6.6% |
| 30D | +23.5% | +4.6% | +18.8% | +22.5% |
| 3M | +53.9% | +50.2% | +3.6% | +42.8% |
| 6M | +81.7% | +57.6% | +24.1% | +66.5% |
| YTD | +142.5% | +59.6% | +82.9% | +121.4% |
| 1Y | +145.4% | +41.2% | +104.3% | +128.3% |
| 3Y | +197.3% | +178.9% | +18.5% | +137.3% |
| 5Y | +614.6% | +160.1% | +454.5% | +464.6% |
| 10Y | +938.9% | +967.5% | -28.6% | +509.6% |
| All | +5,468.3% | +2,426.8% | +3,041.5% | +2,047.1% |
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