+68.1%
NTAP vs HALO
+92.7%
-24.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -1.5% |
| 7D | -16.1% | +0.2% | -16.3% | -16.1% |
| 30D | -15.9% | +20.3% | -36.3% | -14.7% |
| 3M | -1.2% | +56.6% | -57.8% | +0.6% |
| 6M | +70.1% | +101.9% | -31.8% | +71.6% |
| YTD | +77.9% | +93.7% | -15.7% | +83.1% |
| 1Y | +68.1% | +91.5% | -23.4% | +73.5% |
| All | +68.1% | +92.7% | -24.6% | +73.5% |
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