+139.4%
QLD vs HALO
+193.0%
-53.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -15.7% | +18.3% | +5.4% |
| 7D | -10.3% | -20.8% | +10.6% | -6.5% |
| 30D | -26.1% | -6.5% | -19.6% | -25.3% |
| 3M | -17.8% | +20.8% | -38.6% | -21.3% |
| 6M | -15.6% | +56.2% | -71.7% | -23.6% |
| YTD | +5.4% | +54.0% | -48.6% | -4.8% |
| 1Y | +5.2% | +51.5% | -46.3% | -4.7% |
| 3Y | +139.4% | +193.9% | -54.5% | +83.4% |
| All | +139.4% | +193.0% | -53.5% | +83.4% |
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