+180.5%
NXT vs HALO
+114.3%
+66.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | +2.9% | +0.5% | +2.3% | +2.8% |
| 30D | -17.2% | +5.0% | -22.3% | -17.9% |
| 3M | -32.0% | +53.1% | -85.1% | -36.1% |
| 6M | -15.8% | +60.8% | -76.5% | -21.7% |
| YTD | -1.9% | +60.9% | -62.8% | -8.8% |
| 1Y | +22.5% | +42.8% | -20.3% | +15.6% |
| 3Y | +100.5% | +181.3% | -80.7% | +60.0% |
| All | +180.5% | +114.3% | +66.3% | +151.1% |
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