-99.1%
NVD vs HALO
+151.4%
-250.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.8% | +4.4% |
| 7D | +9.0% | -3.4% | +12.4% | +8.3% |
| 30D | -5.5% | +4.3% | -9.7% | -4.6% |
| 3M | -24.6% | +51.8% | -76.4% | -17.0% |
| 6M | -42.1% | +57.8% | -99.9% | -35.2% |
| YTD | -44.3% | +59.0% | -103.3% | -37.4% |
| 1Y | -54.2% | +41.2% | -95.3% | -49.7% |
| 3Y | -99.1% | +177.8% | -277.0% | -98.8% |
| All | -99.1% | +151.4% | -250.5% | -98.9% |
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