+78.6%
NSC vs HALO
+176.9%
-98.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -1.5% | +0.5% | -2.1% | -1.6% |
| 30D | -1.9% | +5.0% | -7.0% | -2.4% |
| 3M | +6.2% | +53.1% | -46.9% | +1.4% |
| 6M | +9.2% | +60.8% | -51.6% | +3.5% |
| YTD | +15.0% | +60.9% | -45.9% | +8.8% |
| 1Y | +21.1% | +42.8% | -21.7% | +16.0% |
| 3Y | +78.6% | +181.3% | -102.7% | +49.7% |
| All | +78.6% | +176.9% | -98.3% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling