+735.6%
VTR vs HALO
+2,417.6%
-1,682.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.2% |
| 7D | -1.8% | -3.4% | +1.6% | -1.3% |
| 30D | +4.0% | +4.3% | -0.3% | +3.3% |
| 3M | +7.8% | +51.8% | -43.9% | +0.9% |
| 6M | +6.4% | +57.8% | -51.4% | -1.3% |
| YTD | +18.3% | +59.0% | -40.7% | +9.4% |
| 1Y | +33.9% | +41.2% | -7.2% | +25.9% |
| 3Y | +134.3% | +177.8% | -43.5% | +92.7% |
| 5Y | +90.3% | +159.5% | -69.2% | +55.2% |
| 10Y | +100.1% | +963.6% | -863.5% | +24.7% |
| All | +735.6% | +2,417.6% | -1,682.1% | +247.7% |
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