-63.5%
JD vs HALO
+159.3%
-222.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -4.0% | -18.1% | +14.1% | -1.9% |
| 30D | +2.7% | -8.2% | +10.8% | +3.2% |
| 3M | -13.0% | -1.1% | -11.9% | -13.4% |
| 6M | -12.7% | +41.9% | -54.6% | -17.5% |
| YTD | -0.8% | +49.6% | -50.4% | -7.2% |
| 1Y | -8.9% | +42.5% | -51.4% | -14.3% |
| 3Y | +17.0% | +170.3% | -153.2% | -6.3% |
| 5Y | -63.5% | +158.4% | -221.9% | -73.7% |
| All | -63.5% | +159.3% | -222.8% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling