-47.7%
QS vs HALO
+283.4%
-331.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -5.0% | -3.4% | -1.6% | -3.9% |
| 30D | -18.3% | +4.3% | -22.6% | -19.5% |
| 3M | -26.0% | +51.8% | -77.8% | -36.0% |
| 6M | -24.0% | +57.8% | -81.8% | -35.3% |
| YTD | -50.3% | +59.0% | -109.3% | -57.8% |
| 1Y | -38.0% | +41.2% | -79.1% | -45.4% |
| 3Y | -24.6% | +177.8% | -202.4% | -52.5% |
| 5Y | -75.4% | +159.5% | -234.9% | -84.9% |
| All | -47.7% | +283.4% | -331.1% | -64.7% |
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