+62.5%
NLY vs HALO
+178.1%
-115.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -4.0% | -2.7% | -1.3% | -3.7% |
| 30D | -5.2% | +5.3% | -10.6% | -5.8% |
| 3M | +2.8% | +51.6% | -48.7% | -2.2% |
| 6M | +4.2% | +61.3% | -57.0% | -1.7% |
| YTD | +4.7% | +59.3% | -54.6% | -1.3% |
| 1Y | +12.7% | +38.3% | -25.5% | +7.8% |
| 3Y | +62.5% | +185.9% | -123.3% | +33.2% |
| All | +62.5% | +178.1% | -115.5% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling