-76.8%
SNAP vs HALO
+732.3%
-809.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +3.8% | -2.7% | +6.6% | +4.7% |
| 30D | +9.2% | +5.3% | +3.9% | +7.4% |
| 3M | +6.6% | +51.6% | -45.0% | -7.4% |
| 6M | +16.9% | +61.3% | -44.4% | -0.6% |
| YTD | -29.6% | +59.3% | -88.9% | -40.4% |
| 1Y | -22.1% | +38.3% | -60.4% | -31.2% |
| 3Y | -39.8% | +185.9% | -225.7% | -61.4% |
| 5Y | -92.4% | +159.9% | -252.3% | -95.1% |
| All | -76.8% | +732.3% | -809.1% | -89.8% |
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 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