+2,422.4%
HALO vs NYT
+99.8%
+2,322.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | +5.3% | +4.6% | +0.7% | +3.7% |
| 3M | +51.6% | -9.6% | +61.1% | +55.3% |
| 6M | +61.3% | -14.0% | +75.3% | +67.4% |
| YTD | +59.3% | -2.8% | +62.1% | +57.9% |
| 1Y | +38.3% | +15.6% | +22.7% | +28.8% |
| 3Y | +185.9% | +56.3% | +129.6% | +135.5% |
| 5Y | +159.9% | +39.5% | +120.4% | +115.6% |
| 10Y | +965.6% | +488.0% | +477.6% | +387.6% |
| All | +2,422.4% | +99.8% | +2,322.6% | +1,256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling