+45.0%
NSC vs HALO
+156.4%
-111.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -2.0% | -2.1% | 0.0% | -1.8% |
| 30D | -3.2% | +4.6% | -7.8% | -3.7% |
| 3M | +3.9% | +50.2% | -46.3% | -1.4% |
| 6M | +7.8% | +57.6% | -49.8% | +1.5% |
| YTD | +13.4% | +59.6% | -46.2% | +6.4% |
| 1Y | +20.3% | +41.2% | -20.9% | +14.5% |
| 3Y | +76.1% | +178.9% | -102.8% | +47.7% |
| 5Y | +45.0% | +160.1% | -115.1% | +16.8% |
| All | +45.0% | +156.4% | -111.4% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling