+121.0%
QLD vs HALO
+162.4%
-41.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.6% | +4.6% | -4.0% | -0.8% |
| 30D | -0.1% | +31.8% | -32.0% | -9.1% |
| 3M | -8.4% | +53.9% | -62.3% | -20.9% |
| 6M | +32.2% | +57.4% | -25.2% | +12.9% |
| YTD | +28.9% | +63.7% | -34.8% | +8.0% |
| 1Y | +43.8% | +50.1% | -6.3% | +23.6% |
| 3Y | +176.6% | +157.3% | +19.3% | +80.2% |
| All | +121.0% | +162.4% | -41.3% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling