-54.2%
NVD vs HALO
+41.1%
-95.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +10.8% | -2.7% | +13.5% | +10.3% |
| 30D | +0.8% | +5.3% | -4.6% | +1.7% |
| 3M | -20.8% | +51.6% | -72.4% | -13.9% |
| 6M | -41.2% | +61.3% | -102.4% | -34.4% |
| YTD | -44.2% | +59.3% | -103.5% | -37.5% |
| 1Y | -54.2% | +38.3% | -92.4% | -53.7% |
| All | -54.2% | +41.1% | -95.2% | -53.7% |
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