+18.7%
NEE vs HALO
+41.1%
-22.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -1.3% | -2.7% | +1.4% | -1.3% |
| 30D | -3.3% | +5.3% | -8.6% | -3.4% |
| 3M | -2.3% | +51.6% | -53.8% | -3.6% |
| 6M | -8.9% | +61.3% | -70.1% | -10.4% |
| YTD | +4.8% | +59.3% | -54.5% | +3.4% |
| 1Y | +18.7% | +38.3% | -19.5% | +18.2% |
| All | +18.7% | +41.1% | -22.3% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling