+1,747.1%
NXPI vs HALO
+1,426.2%
+320.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +1.9% | +4.6% | -2.7% | +0.9% |
| 30D | -1.4% | +31.8% | -33.3% | -7.9% |
| 3M | -29.1% | +53.9% | -82.9% | -36.2% |
| 6M | +6.2% | +57.4% | -51.2% | -5.3% |
| YTD | +5.9% | +63.7% | -57.9% | -6.5% |
| 1Y | +2.9% | +50.1% | -47.2% | -7.7% |
| 3Y | +14.5% | +157.3% | -142.8% | -13.1% |
| 5Y | +17.1% | +161.0% | -143.9% | -13.1% |
| 10Y | +193.4% | +1,018.7% | -825.3% | +52.1% |
| All | +1,747.1% | +1,426.2% | +320.9% | +509.3% |
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