+1,525.1%
JBL vs HALO
+979.6%
+545.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +5.0% |
| 7D | +2.4% | -2.7% | +5.1% | +3.0% |
| 30D | -13.1% | +5.3% | -18.4% | -14.2% |
| 3M | -15.6% | +51.6% | -67.1% | -23.9% |
| 6M | +24.6% | +61.3% | -36.7% | +10.5% |
| YTD | +39.6% | +59.3% | -19.7% | +23.9% |
| 1Y | +48.6% | +38.3% | +10.3% | +36.0% |
| 3Y | +197.3% | +185.9% | +11.4% | +115.9% |
| 5Y | +413.0% | +159.9% | +253.0% | +271.0% |
| All | +1,525.1% | +979.6% | +545.5% | +768.3% |
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