-16.0%
JD vs HALO
+40.2%
-56.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -2.6% | -3.4% | +0.8% | -2.3% |
| 30D | -15.4% | +4.3% | -19.6% | -15.7% |
| 3M | -5.0% | +51.8% | -56.8% | -9.8% |
| 6M | +0.9% | +57.8% | -56.9% | -5.4% |
| YTD | -2.5% | +59.0% | -61.5% | -9.4% |
| 1Y | -16.0% | +41.2% | -57.2% | -21.0% |
| All | -16.0% | +40.2% | -56.3% | -21.0% |
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