-37.8%
NFLX vs HALO
+47.3%
-85.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.3% |
| 7D | -4.2% | +4.6% | -8.8% | -4.4% |
| 30D | +5.5% | +31.8% | -26.4% | +4.0% |
| 3M | -4.1% | +53.9% | -58.0% | -6.0% |
| 6M | -20.7% | +57.4% | -78.1% | -22.3% |
| YTD | -16.5% | +63.7% | -80.3% | -18.4% |
| 1Y | -37.8% | +50.1% | -87.9% | -39.6% |
| All | -37.8% | +47.3% | -85.0% | -39.6% |
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