+519.6%
HALO vs NIO
-40.3%
+559.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | -0.1% |
| 7D | -3.4% | -7.3% | +3.9% | -2.8% |
| 30D | +4.3% | -22.5% | +26.8% | +6.6% |
| 3M | +51.8% | -30.9% | +82.7% | +56.6% |
| 6M | +57.8% | -37.2% | +95.0% | +63.5% |
| YTD | +59.0% | -29.8% | +88.8% | +62.7% |
| 1Y | +41.2% | -37.4% | +78.6% | +45.3% |
| 3Y | +177.8% | -64.3% | +242.2% | +189.4% |
| 5Y | +159.5% | -90.6% | +250.0% | +191.3% |
| All | +519.6% | -40.3% | +559.9% | +478.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NIO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling