+368.8%
SNXX vs HALO
+54.3%
+314.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.2% | -7.0% |
| 7D | -12.0% | -2.7% | -9.3% | -12.7% |
| 30D | +37.9% | +5.3% | +32.6% | +39.9% |
| 3M | -52.7% | +51.6% | -104.2% | -52.3% |
| 6M | +194.8% | +61.3% | +133.5% | +185.1% |
| All | +368.8% | +54.3% | +314.5% | +365.1% |
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 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