+1,802.2%
NOC vs HALO
+2,448.5%
-646.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | -8.9% | +5.0% | -13.9% | -9.3% |
| 3M | -3.7% | +53.1% | -56.8% | -7.4% |
| 6M | -30.8% | +60.8% | -91.6% | -33.8% |
| YTD | -7.9% | +60.9% | -68.9% | -12.1% |
| 1Y | -9.4% | +42.8% | -52.2% | -12.7% |
| 3Y | +29.0% | +181.3% | -152.3% | +15.4% |
| 5Y | +56.1% | +157.6% | -101.5% | +38.9% |
| 10Y | +186.3% | +910.4% | -724.1% | +118.0% |
| All | +1,802.2% | +2,448.5% | -646.3% | +1,114.2% |
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 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