-92.9%
SNAP vs HALO
+156.4%
-249.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -5.0% | -2.1% | -2.9% | -4.5% |
| 30D | -0.7% | +4.6% | -5.4% | -1.9% |
| 3M | -5.0% | +50.2% | -55.2% | -15.2% |
| 6M | +3.5% | +57.6% | -54.1% | -9.0% |
| YTD | -34.2% | +59.6% | -93.8% | -42.7% |
| 1Y | -27.1% | +41.2% | -68.2% | -34.6% |
| 3Y | -43.5% | +178.9% | -222.3% | -61.5% |
| 5Y | -92.9% | +160.1% | -253.0% | -95.4% |
| All | -92.9% | +156.4% | -249.2% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling