-78.7%
SNAP vs HALO
+681.6%
-760.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.9% |
| 7D | +2.6% | -18.1% | +20.7% | +8.7% |
| 30D | -19.6% | -8.2% | -11.4% | -17.7% |
| 3M | +0.4% | -1.1% | +1.5% | +0.1% |
| 6M | -5.9% | +41.9% | -47.9% | -17.1% |
| YTD | -35.3% | +49.6% | -84.9% | -44.4% |
| 1Y | -42.6% | +42.5% | -85.1% | -50.0% |
| 3Y | -53.9% | +170.3% | -224.1% | -69.9% |
| 5Y | -90.3% | +158.4% | -248.7% | -93.8% |
| All | -78.7% | +681.6% | -760.3% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling