+521.8%
HALO vs NIO
-38.3%
+560.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.6% |
| 7D | -2.1% | -4.1% | +2.1% | -1.7% |
| 30D | +4.6% | -23.2% | +27.9% | +7.0% |
| 3M | +50.2% | -29.9% | +80.2% | +54.8% |
| 6M | +57.6% | -25.1% | +82.7% | +60.6% |
| YTD | +59.6% | -27.5% | +87.0% | +62.8% |
| 1Y | +41.2% | -41.1% | +82.3% | +46.0% |
| 3Y | +178.9% | -63.1% | +242.0% | +189.6% |
| 5Y | +160.1% | -90.4% | +250.5% | +191.5% |
| All | +521.8% | -38.3% | +560.2% | +479.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling