+428.6%
NKE vs HALO
+2,422.4%
-1,993.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.2% | -2.7% | -1.5% | -3.8% |
| 30D | -8.2% | +5.3% | -13.5% | -8.8% |
| 3M | -19.1% | +51.6% | -70.6% | -23.6% |
| 6M | -32.6% | +61.3% | -93.9% | -37.0% |
| YTD | -40.7% | +59.3% | -100.0% | -44.5% |
| 1Y | -48.9% | +38.3% | -87.1% | -51.4% |
| 3Y | -59.2% | +185.9% | -245.1% | -65.5% |
| 5Y | -75.3% | +159.9% | -235.3% | -79.1% |
| 10Y | -23.1% | +965.6% | -988.7% | -47.5% |
| All | +428.6% | +2,422.4% | -1,993.8% | +169.3% |
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