-73.5%
QID vs HALO
+178.1%
-251.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.7% |
| 7D | +1.3% | -2.7% | +4.0% | +0.8% |
| 30D | +2.9% | +5.3% | -2.4% | +4.0% |
| 3M | -0.7% | +51.6% | -52.3% | +8.4% |
| 6M | -29.7% | +61.3% | -90.9% | -21.9% |
| YTD | -27.9% | +59.3% | -87.2% | -19.7% |
| 1Y | -34.6% | +38.3% | -72.8% | -29.1% |
| 3Y | -73.5% | +185.9% | -259.4% | -64.6% |
| All | -73.5% | +178.1% | -251.6% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling