+2,502.2%
NSC vs HALO
+2,292.5%
+209.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -3.5% | -22.0% | +18.4% | -0.6% |
| 30D | +3.9% | -8.5% | +12.4% | +4.9% |
| 3M | -0.8% | -0.9% | +0.1% | -0.9% |
| 6M | +7.1% | +53.1% | -46.0% | +0.8% |
| YTD | +16.4% | +51.1% | -34.6% | +9.4% |
| 1Y | +16.9% | +45.0% | -28.1% | +10.3% |
| 3Y | +78.4% | +173.0% | -94.6% | +51.9% |
| 5Y | +33.1% | +163.6% | -130.5% | +12.0% |
| 10Y | +299.9% | +708.3% | -408.4% | +180.3% |
| All | +2,502.2% | +2,292.5% | +209.7% | +1,268.8% |
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 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