+353.2%
NEM vs HALO
+2,426.8%
-2,073.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +3.1% | -2.1% | +5.1% | +3.2% |
| 30D | +10.0% | +4.6% | +5.3% | +9.7% |
| 3M | +30.9% | +50.2% | -19.3% | +27.4% |
| 6M | +10.5% | +57.6% | -47.1% | +7.2% |
| YTD | +29.7% | +59.6% | -29.8% | +25.8% |
| 1Y | +71.1% | +41.2% | +30.0% | +67.0% |
| 3Y | +252.1% | +178.9% | +73.2% | +227.0% |
| 5Y | +157.7% | +160.1% | -2.4% | +138.5% |
| 10Y | +319.4% | +967.5% | -648.1% | +251.2% |
| All | +353.2% | +2,426.8% | -2,073.6% | +243.4% |
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