+124.0%
VRSK vs HALO
+979.6%
-855.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.2% | -2.7% | -2.4% | -4.8% |
| 30D | -2.3% | +5.3% | -7.6% | -2.9% |
| 3M | -2.9% | +51.6% | -54.5% | -7.8% |
| 6M | -12.8% | +61.3% | -74.1% | -18.0% |
| YTD | -20.8% | +59.3% | -80.1% | -25.7% |
| 1Y | -33.2% | +38.3% | -71.5% | -36.3% |
| 3Y | -26.6% | +185.9% | -212.4% | -37.8% |
| 5Y | -11.3% | +159.9% | -171.3% | -25.0% |
| All | +124.0% | +979.6% | -855.6% | +64.4% |
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 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