-39.2%
NCLH vs HALO
+47.3%
-86.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -6.5% | +4.6% | -11.1% | -7.1% |
| 30D | -23.3% | +31.8% | -55.1% | -26.7% |
| 3M | -18.6% | +53.9% | -72.5% | -25.5% |
| 6M | -26.2% | +57.4% | -83.6% | -33.6% |
| YTD | -30.2% | +63.7% | -94.0% | -37.4% |
| 1Y | -39.2% | +50.1% | -89.3% | -45.4% |
| All | -39.2% | +47.3% | -86.4% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling