+169.1%
NTAP vs HALO
+178.1%
-9.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.4% | +8.5% |
| 7D | +7.4% | -2.7% | +10.1% | +7.6% |
| 30D | -1.4% | +5.3% | -6.7% | -1.7% |
| 3M | +24.6% | +51.6% | -27.0% | +20.6% |
| 6M | +105.9% | +61.3% | +44.6% | +97.9% |
| YTD | +88.5% | +59.3% | +29.2% | +81.5% |
| 1Y | +62.1% | +38.3% | +23.8% | +57.9% |
| 3Y | +169.1% | +185.9% | -16.8% | +142.8% |
| All | +169.1% | +178.1% | -9.0% | +142.8% |
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