+284.9%
NSC vs HALO
+689.5%
-404.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +2.5% | -3.2% | +5.7% | +3.0% |
| 30D | +1.7% | -14.2% | +15.9% | +3.8% |
| 3M | -2.6% | -0.4% | -2.2% | -2.8% |
| 6M | +6.4% | +43.2% | -36.8% | +0.1% |
| YTD | +15.5% | +49.0% | -33.5% | +7.5% |
| 1Y | +17.6% | +40.8% | -23.2% | +10.3% |
| 3Y | +75.0% | +167.4% | -92.4% | +43.5% |
| 5Y | +32.2% | +157.4% | -125.2% | +6.8% |
| All | +284.9% | +689.5% | -404.7% | +154.9% |
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