+780.7%
QCOM vs HALO
+2,323.1%
-1,542.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +5.5% | -19.9% | +25.5% | +8.6% |
| 30D | -1.1% | -6.7% | +5.6% | -0.5% |
| 3M | +7.6% | +0.4% | +7.2% | +7.0% |
| 6M | -20.1% | +60.6% | -80.7% | -26.0% |
| YTD | +3.0% | +53.0% | -50.0% | -4.2% |
| 1Y | +3.2% | +51.4% | -48.2% | -3.9% |
| 3Y | +48.9% | +176.5% | -127.6% | +24.6% |
| 5Y | +21.1% | +169.7% | -148.7% | +0.6% |
| 10Y | +242.8% | +747.6% | -504.8% | +139.3% |
| All | +780.7% | +2,323.1% | -1,542.4% | +340.3% |
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