+953.6%
VRT vs HALO
+156.4%
+797.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.4% |
| 7D | +2.4% | -2.1% | +4.5% | +2.9% |
| 30D | -2.7% | +4.6% | -7.3% | -3.8% |
| 3M | -9.2% | +50.2% | -59.4% | -18.3% |
| 6M | -0.5% | +57.6% | -58.1% | -11.8% |
| YTD | +62.3% | +59.6% | +2.8% | +43.4% |
| 1Y | +109.6% | +41.2% | +68.4% | +90.2% |
| 3Y | +573.1% | +178.9% | +394.2% | +373.5% |
| 5Y | +953.6% | +160.1% | +793.6% | +651.7% |
| All | +953.6% | +156.4% | +797.3% | +651.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling