+573.1%
VRT vs HALO
+178.6%
+394.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.5% |
| 7D | +2.4% | -2.1% | +4.5% | +2.6% |
| 30D | -2.7% | +4.6% | -7.3% | -3.2% |
| 3M | -9.2% | +50.2% | -59.4% | -13.8% |
| 6M | -0.5% | +57.6% | -58.1% | -6.3% |
| YTD | +62.3% | +59.6% | +2.8% | +52.7% |
| 1Y | +109.6% | +41.2% | +68.4% | +99.3% |
| All | +573.1% | +178.6% | +394.5% | +527.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling