-61.4%
NVD vs HALO
+47.3%
-108.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.5% |
| 7D | -11.1% | +4.6% | -15.7% | -10.4% |
| 30D | -13.3% | +31.8% | -45.1% | -8.9% |
| 3M | -19.8% | +53.9% | -73.7% | -13.2% |
| 6M | -48.8% | +57.4% | -106.2% | -43.2% |
| YTD | -49.7% | +63.7% | -113.4% | -44.0% |
| 1Y | -61.4% | +50.1% | -111.5% | -58.1% |
| All | -61.4% | +47.3% | -108.6% | -58.1% |
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