-40.3%
QS vs HALO
+41.1%
-81.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -3.6% | -2.7% | -0.9% | -2.7% |
| 30D | -17.2% | +5.3% | -22.6% | -18.8% |
| 3M | -27.0% | +51.6% | -78.5% | -37.4% |
| 6M | -24.6% | +61.3% | -85.8% | -37.3% |
| YTD | -49.3% | +59.3% | -108.6% | -57.6% |
| 1Y | -40.3% | +38.3% | -78.6% | -33.2% |
| All | -40.3% | +41.1% | -81.4% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling