+876.3%
HALO vs SNY
+64.5%
+811.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.7% | -3.3% | +0.6% | -1.2% |
| 30D | +5.3% | -2.2% | +7.5% | +6.4% |
| 3M | +51.6% | -3.0% | +54.6% | +53.6% |
| 6M | +61.3% | +2.7% | +58.5% | +58.9% |
| YTD | +59.3% | -6.8% | +66.1% | +63.6% |
| 1Y | +38.3% | -5.3% | +43.5% | +40.3% |
| 3Y | +185.9% | -9.8% | +195.6% | +187.8% |
| 5Y | +159.9% | +9.7% | +150.3% | +128.3% |
| All | +876.3% | +64.5% | +811.8% | +531.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling