+480.6%
HALO vs NIO
-51.7%
+532.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | 0.0% |
| 7D | -3.2% | -14.5% | +11.2% | -2.0% |
| 30D | -14.2% | -15.0% | +0.8% | -13.1% |
| 3M | -0.4% | -35.6% | +35.2% | +3.2% |
| 6M | +43.2% | -55.7% | +98.8% | +53.0% |
| YTD | +49.0% | -43.1% | +92.1% | +55.0% |
| 1Y | +40.8% | -53.5% | +94.4% | +49.0% |
| 3Y | +167.4% | -59.8% | +227.2% | +175.2% |
| 5Y | +157.4% | -93.2% | +250.6% | +197.1% |
| All | +480.6% | -51.7% | +532.3% | +451.1% |
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