-73.8%
JBLU vs HALO
+979.6%
-1,053.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.0% | -2.7% | -2.3% | -4.4% |
| 30D | -23.9% | +5.3% | -29.2% | -24.8% |
| 3M | -11.6% | +51.6% | -63.2% | -19.8% |
| 6M | -0.2% | +61.3% | -61.5% | -10.7% |
| YTD | -3.3% | +59.3% | -62.6% | -13.2% |
| 1Y | -15.4% | +38.3% | -53.7% | -22.0% |
| 3Y | -14.7% | +185.9% | -200.6% | -34.7% |
| 5Y | -70.0% | +159.9% | -230.0% | -77.0% |
| All | -73.8% | +979.6% | -1,053.3% | -84.3% |
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