+76.5%
VUG vs HALO
+157.2%
-80.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -1.9% | -3.4% | +1.5% | -1.4% |
| 30D | -1.6% | +4.3% | -5.8% | -2.2% |
| 3M | +4.4% | +51.8% | -47.4% | -2.7% |
| 6M | +13.2% | +57.8% | -44.6% | +4.6% |
| YTD | +7.5% | +59.0% | -51.5% | -1.1% |
| 1Y | +12.5% | +41.2% | -28.7% | +5.4% |
| 3Y | +86.0% | +177.8% | -91.9% | +46.5% |
| 5Y | +76.5% | +159.5% | -83.0% | +33.3% |
| All | +76.5% | +157.2% | -80.7% | +33.3% |
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