+50.1%
HALO vs NYT
+15.2%
+34.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +4.6% | -1.3% | +5.9% | +4.5% |
| 30D | +31.8% | +2.7% | +29.1% | +32.1% |
| 3M | +53.9% | -10.3% | +64.2% | +54.2% |
| 6M | +57.4% | -16.6% | +73.9% | +57.0% |
| YTD | +63.7% | -2.3% | +66.0% | +64.3% |
| 1Y | +50.1% | +15.0% | +35.1% | +45.8% |
| All | +50.1% | +15.2% | +34.9% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling