+40.3%
QLD vs HALO
+41.3%
-1.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +1.9% | -2.1% | +4.0% | +2.2% |
| 30D | -1.8% | +4.6% | -6.4% | -2.5% |
| 3M | -0.1% | +50.2% | -50.3% | -7.2% |
| 6M | +32.6% | +57.6% | -25.0% | +20.9% |
| YTD | +27.9% | +59.6% | -31.7% | +15.6% |
| 1Y | +40.3% | +41.2% | -0.9% | +30.6% |
| All | +40.3% | +41.3% | -1.0% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling