-99.1%
NVD vs HALO
+178.1%
-277.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +10.8% | -2.7% | +13.5% | +10.2% |
| 30D | +0.8% | +5.3% | -4.6% | +1.9% |
| 3M | -20.8% | +51.6% | -72.4% | -12.9% |
| 6M | -41.2% | +61.3% | -102.4% | -33.9% |
| YTD | -44.2% | +59.3% | -103.5% | -37.2% |
| 1Y | -54.2% | +38.3% | -92.4% | -50.0% |
| 3Y | -99.1% | +185.9% | -285.0% | -98.8% |
| All | -99.1% | +178.1% | -277.2% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling