-27.2%
JHX vs HALO
+158.6%
-185.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.3% | -2.7% | -3.6% | -5.9% |
| 30D | -7.7% | +5.3% | -13.1% | -8.6% |
| 3M | +19.2% | +51.6% | -32.4% | +10.9% |
| 6M | +38.3% | +61.3% | -23.0% | +27.4% |
| YTD | +37.2% | +59.3% | -22.1% | +26.3% |
| 1Y | +42.3% | +38.3% | +4.0% | +33.6% |
| 3Y | -4.4% | +185.9% | -190.3% | -24.6% |
| All | -27.2% | +158.6% | -185.8% | -42.8% |
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