-18.6%
JBLU vs HALO
+80.0%
-98.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.7% | +3.7% | -0.9% |
| 7D | +14.4% | -6.3% | +20.7% | +15.8% |
| 30D | -13.4% | +12.1% | -25.5% | -15.4% |
| 3M | -45.1% | +47.1% | -92.2% | -50.3% |
| 6M | -27.9% | +86.7% | -114.6% | -41.7% |
| YTD | -23.3% | +82.7% | -106.0% | -37.2% |
| 1Y | -18.6% | +80.0% | -98.7% | -33.5% |
| All | -18.6% | +80.0% | -98.7% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling