+2,826.7%
VRT vs HALO
+520.0%
+2,306.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.1% |
| 7D | +13.6% | +0.5% | +13.1% | +13.4% |
| 30D | +6.8% | +5.0% | +1.7% | +5.3% |
| 3M | -3.2% | +53.1% | -56.4% | -14.3% |
| 6M | +20.3% | +60.8% | -40.4% | +4.9% |
| YTD | +79.6% | +60.9% | +18.7% | +56.3% |
| 1Y | +139.0% | +42.8% | +96.2% | +114.1% |
| 3Y | +644.6% | +181.3% | +463.4% | +415.9% |
| 5Y | +1,024.4% | +157.6% | +866.8% | +684.6% |
| All | +2,826.7% | +520.0% | +2,306.7% | +1,371.0% |
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