+1,551.7%
SNPS vs HALO
+2,259.3%
-707.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +1.1% | -3.2% | +4.3% | +1.5% |
| 30D | -5.2% | -14.2% | +9.0% | -3.5% |
| 3M | +10.6% | -0.4% | +10.9% | +10.1% |
| 6M | -10.6% | +43.2% | -53.8% | -15.3% |
| YTD | -3.1% | +49.0% | -52.1% | -8.9% |
| 1Y | +15.6% | +40.8% | -25.3% | +9.3% |
| 3Y | -12.9% | +167.4% | -180.3% | -25.4% |
| 5Y | +31.2% | +157.4% | -126.2% | +11.8% |
| 10Y | +663.4% | +697.1% | -33.7% | +459.3% |
| All | +1,551.7% | +2,259.3% | -707.6% | +857.9% |
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