-78.5%
SNAP vs HALO
+678.5%
-757.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +6.0% | -3.2% | +9.3% | +7.1% |
| 30D | -13.8% | -14.2% | +0.4% | -9.7% |
| 3M | -0.8% | -0.4% | -0.4% | -1.2% |
| 6M | -6.2% | +43.2% | -49.4% | -17.5% |
| YTD | -34.8% | +49.0% | -83.8% | -43.9% |
| 1Y | -38.7% | +40.8% | -79.5% | -46.4% |
| 3Y | -53.5% | +167.4% | -220.8% | -69.5% |
| 5Y | -90.2% | +157.4% | -247.6% | -93.8% |
| All | -78.5% | +678.5% | -757.0% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling