+244.8%
NEE vs HALO
+979.6%
-734.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -1.3% | -2.7% | +1.4% | -1.1% |
| 30D | -3.3% | +5.3% | -8.6% | -3.8% |
| 3M | -2.3% | +51.6% | -53.8% | -6.0% |
| 6M | -8.9% | +61.3% | -70.1% | -12.9% |
| YTD | +4.8% | +59.3% | -54.5% | +0.1% |
| 1Y | +18.7% | +38.3% | -19.5% | +14.8% |
| 3Y | +33.2% | +185.9% | -152.6% | +17.9% |
| 5Y | +10.9% | +159.9% | -149.1% | -2.3% |
| All | +244.8% | +979.6% | -734.7% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 10y: compounded portfolio wealth divided by compounded HALO 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…
10y analysis · Full analysis span regression · 6 months rolling