+59.1%
NOC vs HALO
+158.6%
-99.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.8% | -2.7% | +3.5% | +1.0% |
| 30D | -9.7% | +5.3% | -15.0% | -10.1% |
| 3M | -5.6% | +51.6% | -57.2% | -8.7% |
| 6M | -28.6% | +61.3% | -89.8% | -31.3% |
| YTD | -7.9% | +59.3% | -67.2% | -11.5% |
| 1Y | -9.5% | +38.3% | -47.8% | -12.2% |
| 3Y | +28.4% | +185.9% | -157.5% | +16.8% |
| All | +59.1% | +158.6% | -99.5% | +40.2% |
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