-95.7%
VXX vs HALO
+158.6%
-254.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.2% |
| 7D | +2.0% | -2.7% | +4.7% | +0.9% |
| 30D | -7.1% | +5.3% | -12.4% | -5.0% |
| 3M | -28.6% | +51.6% | -80.2% | -14.3% |
| 6M | -44.0% | +61.3% | -105.2% | -30.1% |
| YTD | -31.7% | +59.3% | -91.0% | -14.5% |
| 1Y | -46.3% | +38.3% | -84.6% | -36.5% |
| 3Y | -78.3% | +185.9% | -264.1% | -60.5% |
| All | -95.7% | +158.6% | -254.3% | -90.5% |
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