+17.1%
JD vs HALO
+171.2%
-154.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -4.0% | -18.1% | +14.1% | -3.1% |
| 30D | +2.7% | -8.2% | +10.8% | +2.8% |
| 3M | -13.0% | -1.1% | -11.9% | -13.3% |
| 6M | -12.7% | +41.9% | -54.6% | -15.3% |
| YTD | -0.8% | +49.6% | -50.4% | -4.4% |
| 1Y | -8.9% | +42.5% | -51.4% | -11.9% |
| All | +17.1% | +171.2% | -154.1% | -3.9% |
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