+1,449.6%
NET vs HALO
+564.2%
+885.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -7.0% | +4.6% | -11.6% | -8.5% |
| 30D | -4.8% | +31.8% | -36.6% | -14.2% |
| 3M | +3.8% | +53.9% | -50.1% | -11.6% |
| 6M | +50.0% | +57.4% | -7.3% | +25.8% |
| YTD | +41.5% | +63.7% | -22.3% | +16.4% |
| 1Y | +32.8% | +50.1% | -17.3% | +12.3% |
| 3Y | +335.9% | +157.3% | +178.5% | +162.7% |
| 5Y | +113.8% | +161.0% | -47.2% | +25.2% |
| All | +1,449.6% | +564.2% | +885.4% | +636.3% |
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