+76.4%
NSC vs HALO
+173.9%
-97.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -3.5% | -22.0% | +18.4% | -1.3% |
| 30D | +3.9% | -8.5% | +12.4% | +4.8% |
| 3M | -0.8% | -0.9% | +0.1% | -0.7% |
| 6M | +7.1% | +53.1% | -46.0% | +2.4% |
| YTD | +16.4% | +51.1% | -34.6% | +11.2% |
| 1Y | +16.9% | +45.0% | -28.1% | +12.0% |
| All | +76.4% | +173.9% | -97.5% | +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