+1,599.2%
HALO vs NWSA
+122.3%
+1,476.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -2.1% | -3.1% | +1.0% | -0.8% |
| 30D | +4.6% | +4.3% | +0.4% | +2.8% |
| 3M | +50.2% | +9.2% | +41.0% | +43.5% |
| 6M | +57.6% | +21.6% | +36.0% | +43.3% |
| YTD | +59.6% | +14.2% | +45.4% | +48.0% |
| 1Y | +41.2% | +1.8% | +39.4% | +37.2% |
| 3Y | +178.9% | +44.4% | +134.4% | +128.4% |
| 5Y | +160.1% | +41.0% | +119.1% | +108.8% |
| 10Y | +967.5% | +150.0% | +817.5% | +490.0% |
| All | +1,599.2% | +122.3% | +1,476.9% | +957.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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