+1,727.4%
NTRA vs HALO
+365.9%
+1,361.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.2% | -2.7% | +2.9% | +1.3% |
| 30D | +4.1% | +5.3% | -1.2% | +1.9% |
| 3M | +50.0% | +51.6% | -1.5% | +27.6% |
| 6M | +67.3% | +61.3% | +6.0% | +38.9% |
| YTD | +43.6% | +59.3% | -15.7% | +19.0% |
| 1Y | +89.2% | +38.3% | +51.0% | +64.9% |
| 3Y | +502.5% | +185.9% | +316.7% | +268.4% |
| 5Y | +173.8% | +159.9% | +13.8% | +69.2% |
| 10Y | +3,189.3% | +965.6% | +2,223.7% | +1,102.9% |
| All | +1,727.4% | +365.9% | +1,361.5% | +765.9% |
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 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