+122.8%
NTAP vs HALO
+157.2%
-34.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -1.0% | -3.4% | +2.4% | -0.6% |
| 30D | -7.5% | +4.3% | -11.8% | -8.0% |
| 3M | +14.6% | +51.8% | -37.1% | +8.1% |
| 6M | +91.0% | +57.8% | +33.2% | +78.6% |
| YTD | +73.7% | +59.0% | +14.7% | +62.1% |
| 1Y | +51.2% | +41.2% | +10.1% | +43.4% |
| 3Y | +146.1% | +177.8% | -31.7% | +101.3% |
| 5Y | +122.8% | +159.5% | -36.6% | +80.9% |
| All | +122.8% | +157.2% | -34.4% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling