+1,836.6%
NEE vs HALO
+2,422.4%
-585.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -1.3% | -2.7% | +1.4% | -1.2% |
| 30D | -3.3% | +5.3% | -8.6% | -3.7% |
| 3M | -2.3% | +51.6% | -53.8% | -5.2% |
| 6M | -8.9% | +61.3% | -70.1% | -12.1% |
| YTD | +4.8% | +59.3% | -54.5% | +1.0% |
| 1Y | +18.7% | +38.3% | -19.5% | +15.5% |
| 3Y | +33.2% | +185.9% | -152.6% | +21.6% |
| 5Y | +10.9% | +159.9% | -149.1% | +1.0% |
| 10Y | +251.8% | +965.6% | -713.8% | +185.6% |
| All | +1,836.6% | +2,422.4% | -585.7% | +1,199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling