+2,331.3%
QQQ vs HALO
+2,426.8%
-95.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | +1.0% | -2.1% | +3.1% | +1.3% |
| 30D | -0.6% | +4.6% | -5.3% | -1.3% |
| 3M | +1.3% | +50.2% | -48.9% | -4.5% |
| 6M | +18.1% | +57.6% | -39.5% | +10.5% |
| YTD | +16.9% | +59.6% | -42.7% | +8.9% |
| 1Y | +24.0% | +41.2% | -17.2% | +17.3% |
| 3Y | +95.6% | +178.9% | -83.2% | +64.7% |
| 5Y | +94.5% | +160.1% | -65.6% | +63.2% |
| 10Y | +571.7% | +967.5% | -395.8% | +354.1% |
| All | +2,331.3% | +2,426.8% | -95.5% | +1,174.6% |
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 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