-9.5%
VMC vs HALO
+47.3%
-56.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -4.3% | +4.6% | -8.9% | -4.8% |
| 30D | -8.2% | +31.8% | -40.1% | -11.2% |
| 3M | -7.0% | +53.9% | -60.9% | -12.2% |
| 6M | -10.8% | +57.4% | -68.1% | -16.4% |
| YTD | -7.4% | +63.7% | -71.1% | -14.0% |
| 1Y | -9.5% | +50.1% | -59.6% | -15.4% |
| All | -9.5% | +47.3% | -56.8% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling