-10.8%
NVTS vs HALO
+92.7%
-103.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +8.6% |
| 7D | -0.3% | +0.2% | -0.6% | -0.3% |
| 30D | -24.4% | +20.3% | -44.7% | -29.1% |
| 3M | -26.5% | +56.6% | -83.1% | -38.8% |
| 6M | -41.4% | +101.9% | -143.3% | -58.0% |
| YTD | +30.7% | +93.7% | -63.0% | -4.1% |
| 1Y | -10.8% | +91.5% | -102.3% | -33.2% |
| All | -10.8% | +92.7% | -103.5% | -33.2% |
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