+2,323.1%
HALO vs JBHT
+2,037.3%
+285.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -19.9% | +0.9% | -20.9% | -20.2% |
| 30D | -6.7% | -1.1% | -5.6% | -6.4% |
| 3M | +0.4% | -14.8% | +15.2% | +6.2% |
| 6M | +60.6% | -7.4% | +68.1% | +62.4% |
| YTD | +53.0% | +17.3% | +35.7% | +38.2% |
| 1Y | +51.4% | +35.3% | +16.1% | +27.7% |
| 3Y | +176.5% | +33.9% | +142.5% | +122.3% |
| 5Y | +169.7% | +22.5% | +147.2% | +117.7% |
| 10Y | +747.6% | +181.3% | +566.2% | +306.2% |
| All | +2,323.1% | +2,037.3% | +285.7% | +466.2% |
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