+3.6%
NVT vs HALO
+92.7%
-89.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.3% | -14.1% | -12.8% |
| 7D | -19.5% | +0.2% | -19.7% | -19.5% |
| 30D | -32.4% | +20.3% | -52.7% | -33.3% |
| 3M | -30.3% | +56.6% | -86.9% | -33.6% |
| 6M | -30.4% | +101.9% | -132.3% | -37.7% |
| YTD | +11.3% | +93.7% | -82.3% | -0.6% |
| 1Y | +3.6% | +91.5% | -88.0% | -6.6% |
| All | +3.6% | +92.7% | -89.1% | -6.6% |
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