+161.6%
HALO vs NTRS
+93.2%
+68.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -2.7% | +1.4% | -4.1% | -3.1% |
| 30D | +5.3% | -0.7% | +6.0% | +5.5% |
| 3M | +51.6% | +11.3% | +40.2% | +46.8% |
| 6M | +61.3% | +35.5% | +25.7% | +47.4% |
| YTD | +59.3% | +40.6% | +18.7% | +43.8% |
| 1Y | +38.3% | +49.2% | -10.9% | +22.5% |
| 3Y | +185.9% | +167.2% | +18.6% | +105.6% |
| All | +161.6% | +93.2% | +68.4% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling