+1,216.9%
VST vs HALO
+824.4%
+392.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +8.9% | +4.6% | +4.3% | +8.3% |
| 30D | +6.2% | +31.8% | -25.6% | +2.5% |
| 3M | -2.7% | +53.9% | -56.6% | -8.0% |
| 6M | -8.4% | +57.4% | -65.7% | -13.8% |
| YTD | -7.2% | +63.7% | -70.9% | -13.3% |
| 1Y | -20.9% | +50.1% | -71.0% | -25.4% |
| 3Y | +384.0% | +157.3% | +226.7% | +312.3% |
| 5Y | +757.1% | +161.0% | +596.1% | +613.3% |
| All | +1,216.9% | +824.4% | +392.4% | +785.5% |
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