-9.1%
NVTS vs HALO
+174.9%
-184.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -1.4% | -2.7% | +1.3% | -0.4% |
| 30D | -16.5% | +5.3% | -21.8% | -18.3% |
| 3M | -47.6% | +51.6% | -99.2% | -55.8% |
| 6M | +7.3% | +61.3% | -54.0% | -11.9% |
| YTD | +62.9% | +59.3% | +3.6% | +35.0% |
| 1Y | +91.3% | +38.3% | +53.0% | +66.0% |
| 3Y | +43.4% | +185.9% | -142.5% | -18.5% |
| All | -9.1% | +174.9% | -184.0% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling