+2,492.7%
HALO vs JBHT
+2,480.7%
+12.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.7% |
| 7D | +4.6% | +4.9% | -0.3% | +2.3% |
| 30D | +31.8% | +0.6% | +31.2% | +31.1% |
| 3M | +53.9% | -3.2% | +57.1% | +54.9% |
| 6M | +57.4% | +17.0% | +40.4% | +44.3% |
| YTD | +63.7% | +41.7% | +22.1% | +37.6% |
| 1Y | +50.1% | +90.0% | -39.9% | +8.0% |
| 3Y | +157.3% | +47.0% | +110.4% | +101.2% |
| 5Y | +161.0% | +58.3% | +102.7% | +88.3% |
| 10Y | +1,018.7% | +273.9% | +744.8% | +375.0% |
| All | +2,492.7% | +2,480.7% | +12.0% | +463.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling