+161.6%
HALO vs NYT
+38.8%
+122.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +5.3% | +4.6% | +0.7% | +4.3% |
| 3M | +51.6% | -9.6% | +61.1% | +54.1% |
| 6M | +61.3% | -14.0% | +75.3% | +65.5% |
| YTD | +59.3% | -2.8% | +62.1% | +57.9% |
| 1Y | +38.3% | +15.6% | +22.7% | +30.7% |
| 3Y | +185.9% | +56.3% | +129.6% | +145.6% |
| All | +161.6% | +38.8% | +122.8% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling