-52.7%
SNAP vs HALO
+173.9%
-226.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.3% | +8.1% | +7.0% |
| 7D | -9.8% | -22.0% | +12.2% | -5.6% |
| 30D | -18.2% | -8.5% | -9.8% | -16.8% |
| 3M | -3.1% | -0.9% | -2.2% | -2.9% |
| 6M | -7.1% | +53.1% | -60.2% | -14.5% |
| YTD | -33.8% | +51.1% | -84.9% | -39.3% |
| 1Y | -39.0% | +45.0% | -84.0% | -43.7% |
| All | -52.7% | +173.9% | -226.7% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling