-52.8%
NRG vs HALO
+80.0%
-132.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.7% | +2.4% | -3.1% |
| 7D | -17.0% | -6.3% | -10.7% | -16.9% |
| 30D | -21.9% | +12.1% | -33.9% | -22.0% |
| 3M | -32.9% | +47.1% | -80.0% | -34.3% |
| 6M | -48.4% | +86.7% | -135.1% | -51.5% |
| YTD | -48.7% | +82.7% | -131.4% | -51.6% |
| 1Y | -52.8% | +80.0% | -132.8% | -54.6% |
| All | -52.8% | +80.0% | -132.8% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling