+91.5%
HALO vs NYT
+16.5%
+75.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.3% |
| 7D | +0.2% | -3.9% | +4.1% | +0.1% |
| 30D | +20.3% | +4.3% | +16.1% | +20.7% |
| 3M | +56.6% | -11.7% | +68.3% | +56.7% |
| 6M | +101.9% | -14.4% | +116.3% | +101.9% |
| YTD | +93.7% | -3.0% | +96.7% | +95.4% |
| 1Y | +91.5% | +16.5% | +75.0% | +86.6% |
| All | +91.5% | +16.5% | +75.0% | +86.6% |
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