+54.3%
JD vs HALO
+1,417.8%
-1,363.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -1.7% | +4.6% | -6.3% | -2.5% |
| 30D | -13.2% | +31.8% | -45.0% | -18.0% |
| 3M | -3.2% | +53.9% | -57.1% | -11.4% |
| 6M | +15.2% | +57.4% | -42.1% | +4.8% |
| YTD | +2.0% | +63.7% | -61.8% | -8.2% |
| 1Y | -5.4% | +50.1% | -55.5% | -13.5% |
| 3Y | -9.1% | +157.3% | -166.4% | -28.8% |
| 5Y | -59.6% | +161.0% | -220.6% | -69.3% |
| 10Y | +26.2% | +1,018.7% | -992.4% | -34.4% |
| All | +54.3% | +1,417.8% | -1,363.4% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling