+84.5%
VTR vs HALO
+158.6%
-74.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.3% | -2.7% | +2.4% | 0.0% |
| 30D | +1.1% | +5.3% | -4.2% | +0.4% |
| 3M | +7.9% | +51.6% | -43.7% | +2.2% |
| 6M | +6.2% | +61.3% | -55.1% | -0.3% |
| YTD | +17.7% | +59.3% | -41.6% | +10.5% |
| 1Y | +32.9% | +38.3% | -5.4% | +26.9% |
| 3Y | +129.7% | +185.9% | -56.2% | +90.0% |
| All | +84.5% | +158.6% | -74.1% | +49.6% |
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