+2,410.6%
NSC vs HALO
+2,422.4%
-11.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.8% | -2.7% | -0.1% | -2.5% |
| 30D | -4.5% | +5.3% | -9.8% | -5.2% |
| 3M | +3.5% | +51.6% | -48.0% | -2.2% |
| 6M | +8.5% | +61.3% | -52.7% | +1.5% |
| YTD | +12.3% | +59.3% | -46.9% | +5.1% |
| 1Y | +18.9% | +38.3% | -19.3% | +13.1% |
| 3Y | +74.1% | +185.9% | -111.7% | +47.5% |
| 5Y | +43.9% | +159.9% | -116.0% | +21.5% |
| 10Y | +331.6% | +965.6% | -634.0% | +191.9% |
| All | +2,410.6% | +2,422.4% | -11.7% | +1,214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling