-24.1%
NU vs HALO
+92.7%
-116.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +1.9% | +3.2% |
| 7D | +0.2% | +0.2% | -0.1% | +0.2% |
| 30D | -21.0% | +20.3% | -41.4% | -21.6% |
| 3M | -16.3% | +56.6% | -72.9% | -19.2% |
| 6M | -15.3% | +101.9% | -117.2% | -22.4% |
| YTD | -28.4% | +93.7% | -122.0% | -34.2% |
| 1Y | -24.1% | +91.5% | -115.6% | -29.4% |
| All | -24.1% | +92.7% | -116.8% | -29.4% |
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