+34.4%
JD vs HALO
+689.5%
-655.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -4.1% | -3.2% | -0.9% | -3.6% |
| 30D | +4.6% | -14.2% | +18.8% | +7.0% |
| 3M | -4.7% | -0.4% | -4.3% | -5.4% |
| 6M | -17.4% | +43.2% | -60.5% | -23.7% |
| YTD | +0.7% | +49.0% | -48.3% | -8.0% |
| 1Y | -5.9% | +40.8% | -46.7% | -13.2% |
| 3Y | +18.9% | +167.4% | -148.5% | -8.3% |
| 5Y | -62.9% | +157.4% | -220.3% | -72.1% |
| All | +34.4% | +689.5% | -655.2% | -19.6% |
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