+2,397.0%
VRT vs HALO
+512.5%
+1,884.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.3% | -5.5% |
| 7D | -7.7% | -3.4% | -4.3% | -6.9% |
| 30D | -12.0% | +4.3% | -16.2% | -13.0% |
| 3M | -11.7% | +51.8% | -63.4% | -21.6% |
| 6M | -8.1% | +57.8% | -65.9% | -19.5% |
| YTD | +53.2% | +59.0% | -5.8% | +33.8% |
| 1Y | +81.7% | +41.2% | +40.5% | +63.2% |
| 3Y | +535.3% | +177.8% | +357.4% | +341.6% |
| 5Y | +916.4% | +159.5% | +756.9% | +607.4% |
| All | +2,397.0% | +512.5% | +1,884.5% | +1,159.2% |
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