+99.0%
NTRA vs HALO
+92.7%
+6.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.1% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -8.1% | +20.3% | -28.5% | -17.2% |
| 3M | +42.1% | +56.6% | -14.5% | +10.8% |
| 6M | +84.8% | +101.9% | -17.0% | +31.4% |
| YTD | +70.7% | +93.7% | -23.0% | +20.4% |
| 1Y | +99.0% | +91.5% | +7.5% | +41.4% |
| All | +99.0% | +92.7% | +6.4% | +41.4% |
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