+278.6%
NLY vs HALO
+2,422.4%
-2,143.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | +2.8% | +51.6% | -48.7% | -1.6% |
| 6M | +4.2% | +61.3% | -57.0% | -1.0% |
| YTD | +4.7% | +59.3% | -54.6% | -0.6% |
| 1Y | +12.7% | +38.3% | -25.5% | +8.5% |
| 3Y | +62.5% | +185.9% | -123.3% | +43.0% |
| 5Y | +26.3% | +159.9% | -133.6% | +11.1% |
| 10Y | +81.0% | +965.6% | -884.6% | +35.2% |
| All | +278.6% | +2,422.4% | -2,143.7% | +124.7% |
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