+2,480.9%
NSC vs HALO
+2,259.3%
+221.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +2.5% | -3.2% | +5.7% | +2.9% |
| 30D | +1.7% | -14.2% | +15.9% | +3.5% |
| 3M | -2.6% | -0.4% | -2.2% | -2.7% |
| 6M | +6.4% | +43.2% | -36.8% | +1.0% |
| YTD | +15.5% | +49.0% | -33.5% | +8.7% |
| 1Y | +17.6% | +40.8% | -23.2% | +11.4% |
| 3Y | +75.0% | +167.4% | -92.4% | +49.4% |
| 5Y | +32.2% | +157.4% | -125.2% | +11.6% |
| 10Y | +296.6% | +697.1% | -400.5% | +178.5% |
| All | +2,480.9% | +2,259.3% | +221.6% | +1,260.0% |
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