+264.5%
HALO vs JAAA
+29.3%
+235.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +4.6% | +0.5% | +4.2% | +3.9% |
| 3M | +50.2% | +1.2% | +49.0% | +47.3% |
| 6M | +57.6% | +2.7% | +54.9% | +51.0% |
| YTD | +59.6% | +3.2% | +56.4% | +51.8% |
| 1Y | +41.2% | +4.8% | +36.4% | +31.2% |
| 3Y | +178.9% | +19.0% | +159.9% | +133.2% |
| 5Y | +160.1% | +26.8% | +133.3% | +104.1% |
| All | +264.5% | +29.3% | +235.2% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling