+2,422.4%
HALO vs SNY
+201.2%
+2,221.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.7% | -3.3% | +0.6% | -0.8% |
| 30D | +5.3% | -2.2% | +7.5% | +6.7% |
| 3M | +51.6% | -3.0% | +54.6% | +54.1% |
| 6M | +61.3% | +2.7% | +58.5% | +57.9% |
| YTD | +59.3% | -6.8% | +66.1% | +64.6% |
| 1Y | +38.3% | -5.3% | +43.5% | +40.6% |
| 3Y | +185.9% | -9.8% | +195.6% | +186.2% |
| 5Y | +159.9% | +9.7% | +150.3% | +122.3% |
| 10Y | +965.6% | +64.5% | +901.1% | +571.5% |
| All | +2,422.4% | +201.2% | +2,221.2% | +1,111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling