+811.3%
JHX vs HALO
+2,422.4%
-1,611.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.3% | -2.7% | -3.6% | -6.0% |
| 30D | -7.7% | +5.3% | -13.1% | -8.4% |
| 3M | +19.2% | +51.6% | -32.4% | +13.1% |
| 6M | +38.3% | +61.3% | -23.0% | +30.2% |
| YTD | +37.2% | +59.3% | -22.1% | +29.2% |
| 1Y | +42.3% | +38.3% | +4.0% | +36.1% |
| 3Y | -4.4% | +185.9% | -190.3% | -18.3% |
| 5Y | -26.4% | +159.9% | -186.3% | -37.0% |
| 10Y | +106.3% | +965.6% | -859.4% | +44.6% |
| All | +811.3% | +2,422.4% | -1,611.1% | +376.0% |
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