+319.5%
SN vs HALO
+152.3%
+167.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -9.3% | +4.6% | -13.9% | -9.9% |
| 30D | -4.8% | +31.8% | -36.6% | -8.6% |
| 3M | +40.4% | +53.9% | -13.5% | +32.0% |
| 6M | +50.9% | +57.4% | -6.4% | +41.2% |
| YTD | +54.9% | +63.7% | -8.8% | +44.0% |
| 1Y | +43.0% | +50.1% | -7.1% | +34.0% |
| 3Y | +391.8% | +157.3% | +234.5% | +313.9% |
| All | +319.5% | +152.3% | +167.3% | +253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling