+683.1%
CTAS vs HALO
+979.6%
-296.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +0.5% | -2.7% | +3.2% | +1.0% |
| 30D | -0.7% | +5.3% | -6.0% | -1.6% |
| 3M | +11.1% | +51.6% | -40.5% | +3.1% |
| 6M | +2.1% | +61.3% | -59.1% | -6.3% |
| YTD | +8.0% | +59.3% | -51.3% | -1.1% |
| 1Y | -0.5% | +38.3% | -38.7% | -6.8% |
| 3Y | +66.2% | +185.9% | -119.7% | +31.8% |
| 5Y | +109.2% | +159.9% | -50.8% | +65.0% |
| All | +683.1% | +979.6% | -296.4% | +386.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling