-5.1%
SNXX vs HALO
+77.0%
-82.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -5.7% | -37.4% | -43.1% |
| 7D | -66.8% | -6.3% | -60.6% | -66.9% |
| 30D | -79.7% | +12.1% | -91.7% | -78.7% |
| 3M | -72.8% | +47.1% | -119.9% | -69.5% |
| 6M | -84.7% | +86.7% | -171.4% | -84.3% |
| All | -5.1% | +77.0% | -82.1% | -0.6% |
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 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