+289.1%
SN vs HALO
+145.4%
+143.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -7.3% | -2.7% | -4.5% | -6.9% |
| 30D | -13.6% | +5.3% | -18.9% | -14.3% |
| 3M | +18.6% | +51.6% | -33.0% | +11.7% |
| 6M | +46.0% | +61.3% | -15.3% | +36.2% |
| YTD | +43.7% | +59.3% | -15.6% | +34.1% |
| 1Y | +39.2% | +38.3% | +0.9% | +31.8% |
| 3Y | +306.5% | +185.9% | +120.6% | +230.5% |
| All | +289.1% | +145.4% | +143.7% | +228.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling