+572.1%
SNPS vs HALO
+977.5%
-405.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -4.6% | -3.4% | -1.2% | -3.9% |
| 30D | -3.3% | +4.3% | -7.6% | -4.3% |
| 3M | -13.8% | +51.8% | -65.5% | -21.9% |
| 6M | -8.2% | +57.8% | -66.0% | -17.8% |
| YTD | -15.4% | +59.0% | -74.4% | -24.7% |
| 1Y | +2.4% | +41.2% | -38.7% | -6.5% |
| 3Y | -13.5% | +177.8% | -191.3% | -35.2% |
| 5Y | +19.5% | +159.5% | -140.0% | -11.2% |
| All | +572.1% | +977.5% | -405.4% | +296.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling