-40.2%
NCLH vs HALO
+1,220.2%
-1,260.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | -2.7% | -2.1% | -4.2% |
| 30D | -21.7% | +5.3% | -27.0% | -22.6% |
| 3M | -22.2% | +51.6% | -73.8% | -29.6% |
| 6M | -27.5% | +61.3% | -88.8% | -35.3% |
| YTD | -33.6% | +59.3% | -92.9% | -40.7% |
| 1Y | -45.0% | +38.3% | -83.3% | -49.5% |
| 3Y | -11.0% | +185.9% | -196.9% | -33.2% |
| 5Y | -39.7% | +159.9% | -199.7% | -54.1% |
| 10Y | -57.0% | +965.6% | -1,022.6% | -74.6% |
| All | -40.2% | +1,220.2% | -1,260.4% | -61.0% |
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