-7.2%
JD vs HALO
+178.6%
-185.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.4% |
| 7D | -3.0% | -2.1% | -0.9% | -2.8% |
| 30D | -19.3% | +4.6% | -24.0% | -19.6% |
| 3M | -6.0% | +50.2% | -56.3% | -9.2% |
| 6M | +1.8% | +57.6% | -55.8% | -2.2% |
| YTD | -2.6% | +59.6% | -62.1% | -6.6% |
| 1Y | -17.4% | +41.2% | -58.6% | -20.2% |
| All | -7.2% | +178.6% | -185.8% | -24.6% |
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 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