+92.9%
QQQ vs HALO
+178.1%
-85.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.6% | -2.7% | +2.1% | -0.3% |
| 30D | -1.2% | +5.3% | -6.5% | -1.7% |
| 3M | -0.2% | +51.6% | -51.8% | -4.5% |
| 6M | +17.9% | +61.3% | -43.3% | +11.9% |
| YTD | +16.6% | +59.3% | -42.6% | +10.7% |
| 1Y | +23.0% | +38.3% | -15.3% | +18.3% |
| 3Y | +92.9% | +185.9% | -92.9% | +68.4% |
| All | +92.9% | +178.1% | -85.1% | +68.4% |
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