+40.9%
VSH vs HALO
+178.1%
-137.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.1% |
| 7D | +4.8% | -2.7% | +7.5% | +5.1% |
| 30D | -0.7% | +5.3% | -6.0% | -1.4% |
| 3M | -43.1% | +51.6% | -94.6% | -46.2% |
| 6M | +91.8% | +61.3% | +30.5% | +79.1% |
| YTD | +131.6% | +59.3% | +72.3% | +116.2% |
| 1Y | +118.1% | +38.3% | +79.8% | +107.1% |
| 3Y | +40.9% | +185.9% | -145.0% | +14.2% |
| All | +40.9% | +178.1% | -137.2% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling