+349.1%
VT vs HALO
+1,774.0%
-1,424.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.7% | +16.0% | +2.7% |
| 7D | -2.3% | -20.8% | +18.5% | +1.1% |
| 30D | -5.0% | -6.5% | +1.5% | -4.3% |
| 3M | -4.9% | +20.8% | -25.7% | -8.4% |
| 6M | -1.5% | +56.2% | -57.7% | -9.2% |
| YTD | +8.5% | +54.0% | -45.5% | +0.1% |
| 1Y | +11.4% | +51.5% | -40.2% | +2.9% |
| 3Y | +70.1% | +193.9% | -123.8% | +37.0% |
| 5Y | +53.7% | +154.6% | -100.8% | +24.4% |
| 10Y | +220.0% | +1,124.9% | -905.0% | +89.8% |
| All | +349.1% | +1,774.0% | -1,424.9% | +66.5% |
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