-99.0%
VXX vs HALO
+466.0%
-565.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.2% |
| 7D | +2.0% | -2.7% | +4.7% | +0.2% |
| 30D | -7.1% | +5.3% | -12.4% | -3.8% |
| 3M | -28.6% | +51.6% | -80.2% | -5.8% |
| 6M | -44.0% | +61.3% | -105.2% | -21.8% |
| YTD | -31.7% | +59.3% | -91.0% | -4.5% |
| 1Y | -46.3% | +38.3% | -84.6% | -31.3% |
| 3Y | -78.3% | +185.9% | -264.1% | -46.0% |
| 5Y | -95.8% | +159.9% | -255.8% | -88.8% |
| All | -99.0% | +466.0% | -565.0% | -88.3% |
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 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