+580.9%
VRSK vs HALO
+1,416.3%
-835.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.2% | -2.7% | -2.4% | -4.9% |
| 30D | -2.3% | +5.3% | -7.6% | -2.8% |
| 3M | -2.9% | +51.6% | -54.5% | -7.0% |
| 6M | -12.8% | +61.3% | -74.1% | -17.1% |
| YTD | -20.8% | +59.3% | -80.1% | -24.8% |
| 1Y | -33.2% | +38.3% | -71.5% | -35.8% |
| 3Y | -26.6% | +185.9% | -212.4% | -35.4% |
| 5Y | -11.3% | +159.9% | -171.3% | -22.1% |
| 10Y | +126.1% | +965.6% | -839.5% | +69.4% |
| All | +580.9% | +1,416.3% | -835.4% | +337.4% |
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 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