+655.9%
NVS vs HALO
+2,417.6%
-1,761.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -15.7% | -3.4% | -12.3% | -15.4% |
| 30D | -11.1% | +4.3% | -15.3% | -11.4% |
| 3M | -7.2% | +51.8% | -59.0% | -10.6% |
| 6M | -12.3% | +57.8% | -70.1% | -15.9% |
| YTD | +2.8% | +59.0% | -56.2% | -1.5% |
| 1Y | +11.9% | +41.2% | -29.2% | +8.3% |
| 3Y | +55.1% | +177.8% | -122.8% | +39.8% |
| 5Y | +94.1% | +159.5% | -65.4% | +74.2% |
| 10Y | +181.2% | +963.6% | -782.4% | +120.1% |
| All | +655.9% | +2,417.6% | -1,761.8% | +418.7% |
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 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