+162.1%
JCI vs HALO
+177.6%
-15.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +0.4% | -3.4% | +3.8% | +0.7% |
| 30D | -7.7% | +4.3% | -12.0% | -8.1% |
| 3M | +2.8% | +51.8% | -49.0% | -1.6% |
| 6M | +7.2% | +57.8% | -50.5% | +2.2% |
| YTD | +20.0% | +59.0% | -39.0% | +14.3% |
| 1Y | +33.3% | +41.2% | -7.9% | +28.2% |
| All | +162.1% | +177.6% | -15.4% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling