-11.0%
NCLH vs HALO
+178.1%
-189.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | -2.7% | -2.1% | -4.4% |
| 30D | -21.7% | +5.3% | -27.0% | -22.4% |
| 3M | -22.2% | +51.6% | -73.8% | -28.1% |
| 6M | -27.5% | +61.3% | -88.8% | -33.8% |
| YTD | -33.6% | +59.3% | -92.9% | -39.3% |
| 1Y | -45.0% | +38.3% | -83.3% | -48.7% |
| 3Y | -11.0% | +185.9% | -196.9% | -32.1% |
| All | -11.0% | +178.1% | -189.1% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling