+414.3%
VUG vs HALO
+979.6%
-565.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.5% | -2.7% | +2.2% | 0.0% |
| 30D | -1.0% | +5.3% | -6.3% | -1.9% |
| 3M | +3.5% | +51.6% | -48.0% | -4.5% |
| 6M | +14.2% | +61.3% | -47.1% | +4.0% |
| YTD | +8.5% | +59.3% | -50.8% | -1.3% |
| 1Y | +12.9% | +38.3% | -25.4% | +5.2% |
| 3Y | +85.6% | +185.9% | -100.2% | +44.4% |
| 5Y | +78.1% | +159.9% | -81.8% | +38.2% |
| All | +414.3% | +979.6% | -565.2% | +219.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling