-100.0%
QID vs HALO
+4,030.4%
-4,130.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.2% |
| 7D | -1.9% | -2.1% | +0.1% | -2.5% |
| 30D | +1.7% | +4.6% | -2.9% | +3.2% |
| 3M | -3.9% | +50.2% | -54.1% | +9.5% |
| 6M | -30.0% | +57.6% | -87.6% | -18.6% |
| YTD | -28.2% | +59.6% | -87.8% | -15.9% |
| 1Y | -35.6% | +41.2% | -76.8% | -27.1% |
| 3Y | -74.3% | +178.9% | -253.1% | -61.6% |
| 5Y | -80.8% | +160.1% | -240.9% | -69.6% |
| 10Y | -99.2% | +967.5% | -1,066.7% | -97.5% |
| All | -100.0% | +4,030.4% | -4,130.4% | -99.9% |
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