+432.9%
SNXX vs HALO
+58.6%
+374.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.5% | +23.9% | +23.2% |
| 7D | +34.9% | +4.6% | +30.3% | +36.6% |
| 30D | +52.5% | +31.8% | +20.7% | +63.3% |
| 3M | -41.3% | +53.9% | -95.2% | -40.0% |
| 6M | +293.8% | +57.4% | +236.4% | +294.8% |
| All | +432.9% | +58.6% | +374.3% | +433.0% |
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 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