+138.6%
NOK vs HALO
+979.6%
-841.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | -2.7% | +13.7% | +11.4% |
| 30D | +7.8% | +5.3% | +2.5% | +6.8% |
| 3M | -21.0% | +51.6% | -72.6% | -26.8% |
| 6M | +40.9% | +61.3% | -20.4% | +28.8% |
| YTD | +72.0% | +59.3% | +12.7% | +57.3% |
| 1Y | +140.9% | +38.3% | +102.6% | +125.3% |
| 3Y | +194.3% | +185.9% | +8.4% | +131.0% |
| 5Y | +112.5% | +159.9% | -47.4% | +66.8% |
| All | +138.6% | +979.6% | -841.0% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling