+879.6%
JNJ vs HALO
+2,417.6%
-1,538.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.3% | -3.4% | -0.9% | -4.1% |
| 30D | +3.0% | +4.3% | -1.2% | +2.7% |
| 3M | +12.2% | +51.8% | -39.5% | +8.7% |
| 6M | +10.5% | +57.8% | -47.3% | +6.6% |
| YTD | +30.8% | +59.0% | -28.2% | +26.1% |
| 1Y | +54.9% | +41.2% | +13.8% | +50.5% |
| 3Y | +80.7% | +177.8% | -97.2% | +65.4% |
| 5Y | +83.4% | +159.5% | -76.0% | +67.1% |
| 10Y | +195.7% | +963.6% | -767.9% | +138.9% |
| All | +879.6% | +2,417.6% | -1,538.0% | +570.2% |
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