+65.6%
VSH vs HALO
+157.2%
-91.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 3M | -42.5% | +51.8% | -94.2% | -47.8% |
| 6M | +82.7% | +57.8% | +24.9% | +63.8% |
| YTD | +118.2% | +59.0% | +59.2% | +94.7% |
| 1Y | +109.7% | +41.2% | +68.5% | +91.6% |
| 3Y | +35.3% | +177.8% | -142.6% | -3.2% |
| 5Y | +65.6% | +159.5% | -93.9% | +13.0% |
| All | +65.6% | +157.2% | -91.6% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling