+153.1%
VSH vs HALO
+2,417.6%
-2,264.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +3.1% | -3.4% | +6.5% | +3.8% |
| 30D | -5.7% | +4.3% | -10.0% | -6.6% |
| 3M | -42.5% | +51.8% | -94.2% | -47.2% |
| 6M | +82.7% | +57.8% | +24.9% | +65.8% |
| YTD | +118.2% | +59.0% | +59.2% | +97.5% |
| 1Y | +109.7% | +41.2% | +68.5% | +93.6% |
| 3Y | +35.3% | +177.8% | -142.6% | +5.5% |
| 5Y | +65.6% | +159.5% | -93.9% | +28.9% |
| 10Y | +176.8% | +963.6% | -786.8% | +59.1% |
| All | +153.1% | +2,417.6% | -2,264.6% | +5.2% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling