+1,215.3%
HALO vs QSR
+205.8%
+1,009.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -2.7% | -4.0% | +1.3% | -1.0% |
| 30D | +5.3% | +2.8% | +2.6% | +4.0% |
| 3M | +51.6% | +5.1% | +46.5% | +47.9% |
| 6M | +61.3% | +8.8% | +52.4% | +54.3% |
| YTD | +59.3% | +14.8% | +44.5% | +48.3% |
| 1Y | +38.3% | +25.7% | +12.5% | +23.1% |
| 3Y | +185.9% | +27.5% | +158.3% | +147.6% |
| 5Y | +159.9% | +41.3% | +118.7% | +111.2% |
| 10Y | +965.6% | +133.8% | +831.8% | +485.4% |
| All | +1,215.3% | +205.8% | +1,009.6% | +489.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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