+167.1%
NXT vs HALO
+111.7%
+55.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -2.6% | -3.4% | +0.8% | -2.1% |
| 30D | -22.4% | +4.3% | -26.7% | -22.9% |
| 3M | -27.3% | +51.8% | -79.1% | -31.7% |
| 6M | -28.5% | +57.8% | -86.3% | -33.3% |
| YTD | -6.6% | +59.0% | -65.6% | -13.0% |
| 1Y | +20.4% | +41.2% | -20.8% | +13.8% |
| 3Y | +90.9% | +177.8% | -86.9% | +52.6% |
| All | +167.1% | +111.7% | +55.4% | +139.5% |
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