+45.4%
NU vs HALO
+224.2%
-178.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -4.2% | -3.4% | -0.8% | -3.3% |
| 30D | +10.0% | +4.3% | +5.8% | +8.7% |
| 3M | +29.3% | +51.8% | -22.5% | +13.0% |
| 6M | +0.9% | +57.8% | -56.9% | -13.0% |
| YTD | -10.3% | +59.0% | -69.3% | -23.2% |
| 1Y | -3.2% | +41.2% | -44.3% | -14.4% |
| 3Y | +120.6% | +177.8% | -57.3% | +38.7% |
| All | +45.4% | +224.2% | -178.8% | -31.8% |
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