+179.3%
IJH vs HALO
+979.6%
-800.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.9% | -2.7% | +0.9% | -1.3% |
| 30D | -4.6% | +5.3% | -10.0% | -5.7% |
| 3M | -1.2% | +51.6% | -52.7% | -9.4% |
| 6M | +9.4% | +61.3% | -51.8% | -1.2% |
| YTD | +13.3% | +59.3% | -46.0% | +2.3% |
| 1Y | +13.4% | +38.3% | -24.9% | +5.1% |
| 3Y | +50.4% | +185.9% | -135.4% | +15.2% |
| 5Y | +49.0% | +159.9% | -111.0% | +13.8% |
| All | +179.3% | +979.6% | -800.3% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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