+1,367.1%
JBL vs HALO
+2,426.8%
-1,059.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +4.0% | -2.1% | +6.1% | +4.4% |
| 30D | -7.5% | +4.6% | -12.1% | -8.3% |
| 3M | -14.1% | +50.2% | -64.3% | -20.7% |
| 6M | +25.9% | +57.6% | -31.7% | +15.0% |
| YTD | +36.7% | +59.6% | -22.9% | +24.4% |
| 1Y | +49.0% | +41.2% | +7.8% | +38.4% |
| 3Y | +191.8% | +178.9% | +12.9% | +131.2% |
| 5Y | +409.8% | +160.1% | +249.7% | +302.5% |
| 10Y | +1,509.2% | +967.5% | +541.7% | +848.4% |
| All | +1,367.1% | +2,426.8% | -1,059.7% | +500.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling