+152.3%
VSH vs HALO
+2,417.6%
-2,265.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +2.8% | -3.4% | +6.2% | +3.4% |
| 30D | -6.0% | +4.3% | -10.3% | -6.9% |
| 3M | -42.6% | +51.8% | -94.4% | -47.4% |
| 6M | +82.1% | +57.8% | +24.3% | +65.3% |
| YTD | +117.5% | +59.0% | +58.6% | +96.9% |
| 1Y | +109.0% | +41.2% | +67.8% | +93.0% |
| 3Y | +34.9% | +177.8% | -143.0% | +5.1% |
| 5Y | +65.1% | +159.5% | -94.4% | +28.5% |
| 10Y | +175.9% | +963.6% | -787.7% | +58.6% |
| All | +152.3% | +2,417.6% | -2,265.4% | +4.9% |
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