+112.0%
VSH vs HALO
+47.3%
+64.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | +4.1% | +4.6% | -0.5% | +3.5% |
| 30D | -4.2% | +31.8% | -36.0% | -7.3% |
| 3M | -50.0% | +53.9% | -103.9% | -52.3% |
| 6M | +80.2% | +57.4% | +22.8% | +69.6% |
| YTD | +121.1% | +63.7% | +57.4% | +104.4% |
| 1Y | +112.0% | +50.1% | +61.9% | +94.1% |
| All | +112.0% | +47.3% | +64.7% | +94.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling