+7,859.7%
QLD vs HALO
+4,035.7%
+3,824.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.8% | -19.9% | +16.1% | +2.4% |
| 30D | -20.5% | -6.7% | -13.8% | -19.4% |
| 3M | -14.6% | +0.4% | -15.0% | -15.5% |
| 6M | -14.7% | +60.6% | -75.3% | -27.6% |
| YTD | +11.2% | +53.0% | -41.8% | -4.7% |
| 1Y | +7.1% | +51.4% | -44.3% | -8.1% |
| 3Y | +141.1% | +176.5% | -35.4% | +63.3% |
| 5Y | +84.3% | +169.7% | -85.4% | +23.7% |
| 10Y | +1,450.1% | +747.6% | +702.5% | +616.3% |
| All | +7,859.7% | +4,035.7% | +3,824.0% | +1,838.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling