+89.6%
VRT vs HALO
+41.1%
+48.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | -8.4% | -2.7% | -5.7% | -8.0% |
| 30D | -10.9% | +5.3% | -16.2% | -11.6% |
| 3M | -13.7% | +51.6% | -65.2% | -22.1% |
| 6M | -4.1% | +61.3% | -65.4% | -16.2% |
| YTD | +58.7% | +59.3% | -0.5% | +38.9% |
| 1Y | +89.6% | +38.3% | +51.4% | +89.2% |
| All | +89.6% | +41.1% | +48.6% | +89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling