+1,081.7%
NI vs HALO
+2,426.8%
-1,345.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +1.3% | -2.1% | +3.3% | +1.4% |
| 30D | -0.3% | +4.6% | -4.9% | -0.7% |
| 3M | -9.5% | +50.2% | -59.7% | -12.6% |
| 6M | -10.2% | +57.6% | -67.8% | -13.8% |
| YTD | +1.8% | +59.6% | -57.8% | -2.5% |
| 1Y | +5.7% | +41.2% | -35.5% | +2.2% |
| 3Y | +69.6% | +178.9% | -109.2% | +53.2% |
| 5Y | +95.8% | +160.1% | -64.3% | +75.9% |
| 10Y | +145.1% | +967.5% | -822.4% | +90.8% |
| All | +1,081.7% | +2,426.8% | -1,345.2% | +661.9% |
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