+1,274.2%
VUG vs HALO
+2,448.5%
-1,174.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +0.9% | +0.5% | +0.3% | +0.8% |
| 30D | -1.4% | +5.0% | -6.5% | -2.1% |
| 3M | +2.3% | +53.1% | -50.8% | -3.4% |
| 6M | +15.7% | +60.8% | -45.1% | +8.3% |
| YTD | +8.6% | +60.9% | -52.3% | +1.5% |
| 1Y | +14.1% | +42.8% | -28.7% | +8.1% |
| 3Y | +87.9% | +181.3% | -93.4% | +59.5% |
| 5Y | +76.3% | +157.6% | -81.3% | +49.6% |
| 10Y | +409.7% | +910.4% | -500.7% | +254.3% |
| All | +1,274.2% | +2,448.5% | -1,174.2% | +647.1% |
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 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