+1,258.4%
NET vs HALO
+641.2%
+617.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.7% | -2.6% | -6.3% |
| 7D | -21.2% | -6.3% | -14.9% | -19.4% |
| 30D | -31.1% | +12.1% | -43.2% | -33.9% |
| 3M | -16.5% | +47.1% | -63.6% | -27.9% |
| 6M | 0.0% | +86.7% | -86.6% | -20.9% |
| YTD | +24.0% | +82.7% | -58.7% | -2.1% |
| 1Y | +7.0% | +80.0% | -73.0% | -15.4% |
| 3Y | +279.6% | +245.6% | +34.0% | +100.3% |
| 5Y | +24.0% | +202.0% | -178.1% | -31.3% |
| All | +1,258.4% | +641.2% | +617.2% | +519.2% |
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 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