+66.6%
VT vs HALO
+162.4%
-95.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.4% | +4.6% | -4.1% | -0.2% |
| 30D | +1.0% | +31.8% | -30.8% | -3.0% |
| 3M | +2.4% | +53.9% | -51.5% | -3.8% |
| 6M | +12.0% | +57.4% | -45.4% | +4.7% |
| YTD | +15.3% | +63.7% | -48.4% | +7.0% |
| 1Y | +22.6% | +50.1% | -27.5% | +14.9% |
| 3Y | +74.7% | +157.3% | -82.7% | +46.0% |
| All | +66.6% | +162.4% | -95.8% | +34.4% |
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