+18.3%
SNPS vs HALO
+158.1%
-139.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | -5.5% | -2.1% | -3.4% | -5.0% |
| 30D | -4.5% | +4.6% | -9.1% | -5.5% |
| 3M | -15.5% | +50.2% | -65.7% | -23.4% |
| 6M | -10.1% | +57.6% | -67.7% | -19.6% |
| YTD | -16.3% | +59.6% | -75.9% | -25.8% |
| 1Y | -34.9% | +41.2% | -76.1% | -40.6% |
| 3Y | -14.4% | +178.9% | -193.2% | -38.1% |
| All | +18.3% | +158.1% | -139.9% | -21.1% |
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