-61.6%
JD vs HALO
+156.4%
-218.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.3% |
| 7D | -3.0% | -2.1% | -0.9% | -2.7% |
| 30D | -19.3% | +4.6% | -24.0% | -19.8% |
| 3M | -6.0% | +50.2% | -56.3% | -11.3% |
| 6M | +1.8% | +57.6% | -55.8% | -4.7% |
| YTD | -2.6% | +59.6% | -62.1% | -9.2% |
| 1Y | -17.4% | +41.2% | -58.6% | -21.9% |
| 3Y | -8.6% | +178.9% | -187.5% | -26.6% |
| 5Y | -61.6% | +160.1% | -221.7% | -71.4% |
| All | -61.6% | +156.4% | -218.0% | -71.4% |
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