-38.7%
SNAP vs HALO
+42.6%
-81.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +6.0% | -3.2% | +9.3% | +6.7% |
| 30D | -13.8% | -14.2% | +0.4% | -10.8% |
| 3M | -0.8% | -0.4% | -0.4% | +0.4% |
| 6M | -6.2% | +43.2% | -49.4% | -12.0% |
| YTD | -34.8% | +49.0% | -83.8% | -41.1% |
| 1Y | -38.7% | +40.8% | -79.5% | -45.3% |
| All | -38.7% | +42.6% | -81.3% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling