+182.8%
VXUS vs HALO
+1,406.4%
-1,223.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +1.6% | +0.5% | +1.0% | +1.5% |
| 30D | +1.0% | +5.0% | -4.0% | +0.4% |
| 3M | +5.7% | +53.1% | -47.5% | +0.4% |
| 6M | +13.6% | +60.8% | -47.2% | +7.2% |
| YTD | +17.4% | +60.9% | -43.5% | +10.6% |
| 1Y | +25.1% | +42.8% | -17.7% | +19.3% |
| 3Y | +75.8% | +181.3% | -105.4% | +52.0% |
| 5Y | +55.4% | +157.6% | -102.2% | +33.8% |
| 10Y | +146.4% | +910.4% | -763.9% | +77.6% |
| All | +182.8% | +1,406.4% | -1,223.6% | +53.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling