+33.8%
VWO vs HALO
+158.6%
-124.8%
-30.2%
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 | -1.8% | -2.7% | +0.9% | -1.5% |
| 30D | -0.1% | +5.3% | -5.4% | -0.6% |
| 3M | +2.2% | +51.6% | -49.3% | -2.2% |
| 6M | +8.8% | +61.3% | -52.5% | +3.3% |
| YTD | +12.4% | +59.3% | -46.9% | +6.7% |
| 1Y | +15.6% | +38.3% | -22.7% | +11.2% |
| 3Y | +62.5% | +185.9% | -123.3% | +40.3% |
| All | +33.8% | +158.6% | -124.8% | +13.3% |
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