+20.6%
NXPI vs HALO
+158.6%
-138.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +3.9% | -2.7% | +6.6% | +4.5% |
| 30D | +1.4% | +5.3% | -3.9% | +0.1% |
| 3M | -21.5% | +51.6% | -73.1% | -29.5% |
| 6M | +19.4% | +61.3% | -41.8% | +5.3% |
| YTD | +9.9% | +59.3% | -49.3% | -2.8% |
| 1Y | +7.9% | +38.3% | -30.4% | -1.5% |
| 3Y | +22.7% | +185.9% | -163.2% | -14.4% |
| All | +20.6% | +158.6% | -138.1% | -18.8% |
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 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