+1,542.6%
QLD vs HALO
+692.7%
+849.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.3% |
| 7D | +12.5% | -18.1% | +30.6% | +20.3% |
| 30D | -15.7% | -8.2% | -7.5% | -13.7% |
| 3M | -11.9% | -1.1% | -10.8% | -12.7% |
| 6M | -10.3% | +41.9% | -52.2% | -23.9% |
| YTD | +15.6% | +49.6% | -34.0% | -4.9% |
| 1Y | +12.1% | +42.5% | -30.4% | -6.1% |
| 3Y | +150.7% | +170.3% | -19.6% | +46.6% |
| 5Y | +86.6% | +158.4% | -71.8% | +7.3% |
| All | +1,542.6% | +692.7% | +849.9% | +524.9% |
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