-42.5%
SNAP vs HALO
+181.0%
-223.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +1.5% | +0.5% | +0.9% | +1.4% |
| 30D | +1.9% | +5.0% | -3.2% | +1.0% |
| 3M | -3.9% | +53.1% | -57.0% | -11.6% |
| 6M | +5.2% | +60.8% | -55.5% | -4.2% |
| YTD | -32.7% | +60.9% | -93.6% | -39.1% |
| 1Y | -24.8% | +42.8% | -67.6% | -30.5% |
| All | -42.5% | +181.0% | -223.4% | -55.9% |
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