+47.8%
VMC vs HALO
+158.6%
-110.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.8% | -2.7% | -1.1% | -3.4% |
| 30D | -9.7% | +5.3% | -15.0% | -10.4% |
| 3M | -9.6% | +51.6% | -61.2% | -15.1% |
| 6M | -4.8% | +61.3% | -66.1% | -11.5% |
| YTD | -10.9% | +59.3% | -70.2% | -17.1% |
| 1Y | -15.6% | +38.3% | -53.9% | -20.0% |
| 3Y | +19.3% | +185.9% | -166.5% | -2.1% |
| All | +47.8% | +158.6% | -110.8% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling