+1,462.5%
JPM vs HALO
+2,426.8%
-964.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | -0.4% | -2.1% | +1.6% | -0.1% |
| 30D | -1.4% | +4.6% | -6.1% | -2.2% |
| 3M | +13.9% | +50.2% | -36.3% | +5.7% |
| 6M | +23.5% | +57.6% | -34.1% | +13.4% |
| YTD | +11.6% | +59.6% | -47.9% | +2.1% |
| 1Y | +21.4% | +41.2% | -19.8% | +13.1% |
| 3Y | +163.4% | +178.9% | -15.4% | +110.7% |
| 5Y | +152.5% | +160.1% | -7.6% | +100.2% |
| 10Y | +592.1% | +967.5% | -375.4% | +299.9% |
| All | +1,462.5% | +2,426.8% | -964.3% | +515.6% |
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