+5,490.9%
VRTX vs HALO
+2,448.5%
+3,042.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.8% |
| 7D | -3.4% | +0.5% | -4.0% | -3.5% |
| 30D | +6.6% | +5.0% | +1.6% | +5.5% |
| 3M | +19.4% | +53.1% | -33.7% | +8.7% |
| 6M | +15.8% | +60.8% | -45.0% | +4.3% |
| YTD | +16.7% | +60.9% | -44.3% | +4.9% |
| 1Y | +33.8% | +42.8% | -9.0% | +23.0% |
| 3Y | +54.2% | +181.3% | -127.1% | +17.8% |
| 5Y | +176.4% | +157.6% | +18.8% | +109.8% |
| 10Y | +443.5% | +910.4% | -466.8% | +187.5% |
| All | +5,490.9% | +2,448.5% | +3,042.4% | +1,693.7% |
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 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