+414.5%
JCI vs HALO
+2,426.8%
-2,012.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.9% |
| 7D | +4.1% | -2.1% | +6.1% | +4.3% |
| 30D | -3.8% | +4.6% | -8.5% | -4.4% |
| 3M | -1.6% | +50.2% | -51.9% | -6.8% |
| 6M | +9.5% | +57.6% | -48.1% | +3.1% |
| YTD | +21.7% | +59.6% | -37.8% | +14.3% |
| 1Y | +37.1% | +41.2% | -4.0% | +30.5% |
| 3Y | +165.2% | +178.9% | -13.7% | +127.4% |
| 5Y | +110.3% | +160.1% | -49.8% | +79.6% |
| 10Y | +341.0% | +967.5% | -626.5% | +207.4% |
| All | +414.5% | +2,426.8% | -2,012.3% | +174.2% |
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