+1,322.5%
SNPS vs HALO
+2,448.5%
-1,126.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -5.5% | +0.5% | -6.0% | -5.6% |
| 30D | -5.8% | +5.0% | -10.8% | -6.4% |
| 3M | -17.2% | +53.1% | -70.3% | -21.9% |
| 6M | -10.4% | +60.8% | -71.1% | -16.1% |
| YTD | -16.5% | +60.9% | -77.5% | -22.0% |
| 1Y | -35.6% | +42.8% | -78.4% | -39.0% |
| 3Y | -14.6% | +181.3% | -195.9% | -27.2% |
| 5Y | +16.5% | +157.6% | -141.1% | -0.5% |
| 10Y | +556.6% | +910.4% | -353.8% | +368.7% |
| All | +1,322.5% | +2,448.5% | -1,126.0% | +720.0% |
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