+426.7%
VRTX vs HALO
+979.6%
-552.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.6% | -2.7% | -2.9% | -5.0% |
| 30D | -2.0% | +5.3% | -7.3% | -3.1% |
| 3M | +15.8% | +51.6% | -35.7% | +4.8% |
| 6M | +4.7% | +61.3% | -56.6% | -6.8% |
| YTD | +13.7% | +59.3% | -45.6% | +1.4% |
| 1Y | +29.7% | +38.3% | -8.6% | +19.1% |
| 3Y | +48.4% | +185.9% | -137.4% | +9.1% |
| 5Y | +173.3% | +159.9% | +13.4% | +99.2% |
| All | +426.7% | +979.6% | -552.8% | +125.7% |
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 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