+1,739.7%
QLD vs HALO
+933.5%
+806.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.5% |
| 7D | +3.0% | +0.5% | +2.4% | +2.8% |
| 30D | -1.8% | +5.0% | -6.9% | -3.8% |
| 3M | -1.8% | +53.1% | -54.9% | -17.4% |
| 6M | +36.9% | +60.8% | -23.9% | +12.5% |
| YTD | +28.7% | +60.9% | -32.2% | +5.1% |
| 1Y | +41.9% | +42.8% | -0.9% | +20.8% |
| 3Y | +184.2% | +181.3% | +3.0% | +69.4% |
| 5Y | +122.1% | +157.6% | -35.5% | +33.7% |
| All | +1,739.7% | +933.5% | +806.2% | +600.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling