+3,258.8%
NUE vs HALO
+2,417.6%
+841.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -2.7% | -3.4% | +0.7% | -2.1% |
| 30D | -6.1% | +4.3% | -10.3% | -6.7% |
| 3M | +2.2% | +51.8% | -49.5% | -4.7% |
| 6M | +50.8% | +57.8% | -7.0% | +39.5% |
| YTD | +57.5% | +59.0% | -1.5% | +45.3% |
| 1Y | +82.5% | +41.2% | +41.3% | +71.2% |
| 3Y | +61.7% | +177.8% | -116.2% | +32.7% |
| 5Y | +145.1% | +159.5% | -14.3% | +100.0% |
| 10Y | +577.8% | +963.6% | -385.8% | +323.9% |
| All | +3,258.8% | +2,417.6% | +841.1% | +1,441.5% |
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 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