+627.9%
HALO vs JBHT
+176.2%
+451.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -18.1% | +4.2% | -22.3% | -19.0% |
| 30D | -8.2% | -0.4% | -7.8% | -8.1% |
| 3M | -1.1% | -17.3% | +16.2% | +3.3% |
| 6M | +41.9% | -3.5% | +45.4% | +41.4% |
| YTD | +49.6% | +18.0% | +31.5% | +40.1% |
| 1Y | +42.5% | +35.5% | +7.0% | +28.0% |
| 3Y | +170.3% | +34.8% | +135.5% | +136.7% |
| 5Y | +158.4% | +19.7% | +138.7% | +129.6% |
| All | +627.9% | +176.2% | +451.7% | +381.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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