+82.9%
NUE vs HALO
+41.1%
+41.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.6% | -2.7% | +2.1% | -0.4% |
| 30D | -4.6% | +5.3% | -9.9% | -5.1% |
| 3M | -0.3% | +51.6% | -51.9% | -5.2% |
| 6M | +51.9% | +61.3% | -9.4% | +42.3% |
| YTD | +60.0% | +59.3% | +0.7% | +50.0% |
| 1Y | +82.9% | +38.3% | +44.6% | +63.5% |
| All | +82.9% | +41.1% | +41.8% | +63.5% |
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