+27.7%
JCI vs HALO
+92.7%
-65.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.3% | -7.6% | -6.3% |
| 7D | -10.7% | +0.2% | -10.9% | -10.7% |
| 30D | -10.4% | +20.3% | -30.7% | -11.4% |
| 3M | -8.3% | +56.6% | -64.9% | -11.9% |
| 6M | -2.1% | +101.9% | -104.0% | -11.2% |
| YTD | +18.4% | +93.7% | -75.3% | +9.3% |
| 1Y | +27.7% | +91.5% | -63.9% | +18.4% |
| All | +27.7% | +92.7% | -65.0% | +18.4% |
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