+185.9%
HALO vs NTR
+36.8%
+149.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | +5.3% | +16.8% | -11.5% | +3.9% |
| 3M | +51.6% | +20.7% | +30.8% | +48.7% |
| 6M | +61.3% | +0.5% | +60.7% | +61.3% |
| YTD | +59.3% | +29.2% | +30.1% | +52.3% |
| 1Y | +38.3% | +39.6% | -1.3% | +29.7% |
| 3Y | +185.9% | +37.9% | +148.0% | +163.7% |
| All | +185.9% | +36.8% | +149.1% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling