+27.0%
NFLX vs HALO
+157.2%
-130.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -8.1% | -3.4% | -4.7% | -7.6% |
| 30D | +1.6% | +4.3% | -2.6% | +0.9% |
| 3M | -7.3% | +51.8% | -59.1% | -13.6% |
| 6M | -21.6% | +57.8% | -79.4% | -27.6% |
| YTD | -18.9% | +59.0% | -77.9% | -25.5% |
| 1Y | -39.1% | +41.2% | -80.2% | -42.9% |
| 3Y | +71.7% | +177.8% | -106.2% | +32.2% |
| 5Y | +27.0% | +159.5% | -132.5% | -5.5% |
| All | +27.0% | +157.2% | -130.3% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling