+145.7%
VMC vs HALO
+979.6%
-833.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.8% | -2.7% | -1.1% | -3.3% |
| 30D | -9.7% | +5.3% | -15.0% | -10.5% |
| 3M | -9.6% | +51.6% | -61.2% | -16.0% |
| 6M | -4.8% | +61.3% | -66.1% | -12.6% |
| YTD | -10.9% | +59.3% | -70.2% | -18.2% |
| 1Y | -15.6% | +38.3% | -53.9% | -20.8% |
| 3Y | +19.3% | +185.9% | -166.5% | -4.6% |
| 5Y | +48.0% | +159.9% | -111.9% | +17.7% |
| All | +145.7% | +979.6% | -833.8% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling