-41.4%
NCLH vs HALO
+158.6%
-200.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | -2.7% | -2.1% | -4.0% |
| 30D | -21.7% | +5.3% | -27.0% | -23.0% |
| 3M | -22.2% | +51.6% | -73.8% | -32.4% |
| 6M | -27.5% | +61.3% | -88.8% | -38.4% |
| YTD | -33.6% | +59.3% | -92.9% | -43.5% |
| 1Y | -45.0% | +38.3% | -83.3% | -51.3% |
| 3Y | -11.0% | +185.9% | -196.9% | -45.7% |
| All | -41.4% | +158.6% | -200.0% | -67.3% |
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