-100.0%
SQQQ vs HALO
+1,741.9%
-1,841.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.5% |
| 7D | +1.8% | -2.7% | +4.5% | +0.6% |
| 30D | +4.2% | +5.3% | -1.2% | +6.5% |
| 3M | -3.3% | +51.6% | -54.8% | +16.8% |
| 6M | -43.6% | +61.3% | -104.9% | -29.4% |
| YTD | -41.9% | +59.3% | -101.2% | -27.2% |
| 1Y | -50.6% | +38.3% | -88.9% | -41.5% |
| 3Y | -89.3% | +185.9% | -275.2% | -80.7% |
| 5Y | -94.8% | +159.9% | -254.7% | -89.6% |
| 10Y | -100.0% | +965.6% | -1,065.6% | -99.8% |
| All | -100.0% | +1,741.9% | -1,841.9% | -100.0% |
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