+450.0%
SN vs HALO
+170.1%
+279.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +1.5% | -3.2% | +4.8% | +2.0% |
| 30D | +21.5% | -14.2% | +35.7% | +23.5% |
| 3M | +20.0% | -0.4% | +20.4% | +19.4% |
| 6M | +119.9% | +43.2% | +76.7% | +107.7% |
| YTD | +102.3% | +49.0% | +53.3% | +89.6% |
| 1Y | +148.0% | +40.8% | +107.1% | +133.6% |
| 3Y | +450.0% | +167.4% | +282.6% | +352.0% |
| All | +450.0% | +170.1% | +279.9% | +352.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling