+1,144.1%
NTAP vs HALO
+2,426.8%
-1,282.8%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | +2.2% | -2.1% | +4.3% | +2.5% |
| 30D | -7.0% | +4.6% | -11.7% | -7.7% |
| 3M | +12.3% | +50.2% | -37.9% | +5.1% |
| 6M | +85.1% | +57.6% | +27.5% | +71.6% |
| YTD | +74.8% | +59.6% | +15.2% | +61.5% |
| 1Y | +52.7% | +41.2% | +11.5% | +43.4% |
| 3Y | +147.7% | +178.9% | -31.2% | +104.0% |
| 5Y | +124.8% | +160.1% | -35.3% | +84.1% |
| 10Y | +589.7% | +967.5% | -377.8% | +339.2% |
| All | +1,144.1% | +2,426.8% | -1,282.8% | +454.6% |
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 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