+174.9%
NVS vs HALO
+979.6%
-804.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -14.3% | -2.7% | -11.6% | -13.9% |
| 30D | -10.0% | +5.3% | -15.3% | -10.6% |
| 3M | -10.9% | +51.6% | -62.5% | -16.1% |
| 6M | -12.0% | +61.3% | -73.2% | -17.8% |
| YTD | +2.5% | +59.3% | -56.8% | -4.3% |
| 1Y | +10.7% | +38.3% | -27.6% | +5.1% |
| 3Y | +53.3% | +185.9% | -132.6% | +29.1% |
| 5Y | +93.6% | +159.9% | -66.3% | +62.1% |
| All | +174.9% | +979.6% | -804.7% | +81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling