-69.4%
JBLU vs HALO
+2,422.4%
-2,491.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.0% | -2.7% | -2.3% | -4.5% |
| 30D | -23.9% | +5.3% | -29.2% | -24.7% |
| 3M | -11.6% | +51.6% | -63.2% | -19.0% |
| 6M | -0.2% | +61.3% | -61.5% | -9.7% |
| YTD | -3.3% | +59.3% | -62.6% | -12.2% |
| 1Y | -15.4% | +38.3% | -53.7% | -21.3% |
| 3Y | -14.7% | +185.9% | -200.6% | -32.9% |
| 5Y | -70.0% | +159.9% | -230.0% | -76.3% |
| 10Y | -72.9% | +965.6% | -1,038.5% | -84.7% |
| All | -69.4% | +2,422.4% | -2,491.7% | -88.8% |
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