+11.2%
SNPS vs HALO
+92.7%
-81.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -3.9% | +0.2% | -4.2% | -3.9% |
| 30D | -5.2% | +20.3% | -25.6% | -5.2% |
| 3M | +14.6% | +56.6% | -42.0% | +13.2% |
| 6M | -6.9% | +101.9% | -108.8% | -9.2% |
| YTD | -1.4% | +93.7% | -95.1% | -5.2% |
| 1Y | +11.2% | +91.5% | -80.3% | +6.5% |
| All | +11.2% | +92.7% | -81.5% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling