+3.5%
SNOW vs HALO
+158.1%
-154.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -7.5% | -3.4% | -4.1% | -6.6% |
| 30D | -1.3% | +4.3% | -5.6% | -2.5% |
| 3M | +37.4% | +51.8% | -14.3% | +21.6% |
| 6M | +88.1% | +57.8% | +30.3% | +63.5% |
| YTD | +50.3% | +59.0% | -8.7% | +29.8% |
| 1Y | +46.0% | +41.2% | +4.8% | +30.2% |
| 3Y | +98.7% | +177.8% | -79.2% | +23.8% |
| All | +3.5% | +158.1% | -154.6% | -41.8% |
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