+80.6%
VTV vs HALO
+158.6%
-78.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | -1.0% | +5.3% | -6.3% | -1.7% |
| 3M | +4.6% | +51.6% | -46.9% | -0.9% |
| 6M | +13.5% | +61.3% | -47.7% | +6.5% |
| YTD | +18.5% | +59.3% | -40.8% | +11.2% |
| 1Y | +22.9% | +38.3% | -15.4% | +17.2% |
| 3Y | +67.8% | +185.9% | -118.0% | +41.2% |
| All | +80.6% | +158.6% | -78.0% | +49.5% |
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 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