+148.0%
SN vs HALO
+42.6%
+105.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +1.5% | -3.2% | +4.8% | +1.9% |
| 30D | +21.5% | -14.2% | +35.7% | +23.3% |
| 3M | +20.0% | -0.4% | +20.4% | +18.8% |
| 6M | +119.9% | +43.2% | +76.7% | +103.4% |
| YTD | +102.3% | +49.0% | +53.3% | +87.3% |
| 1Y | +148.0% | +40.8% | +107.1% | +128.1% |
| All | +148.0% | +42.6% | +105.4% | +128.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling