+263.9%
HALO vs JAAA
+29.4%
+234.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +5.3% | +0.5% | +4.8% | +4.4% |
| 3M | +51.6% | +1.3% | +50.3% | +48.6% |
| 6M | +61.3% | +2.8% | +58.5% | +54.4% |
| YTD | +59.3% | +3.3% | +56.0% | +51.4% |
| 1Y | +38.3% | +4.9% | +33.3% | +28.2% |
| 3Y | +185.9% | +19.0% | +166.9% | +139.0% |
| 5Y | +159.9% | +26.9% | +133.0% | +103.5% |
| All | +263.9% | +29.4% | +234.5% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling