+107.7%
CTAS vs HALO
+158.6%
-50.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +0.5% | -2.7% | +3.2% | +0.9% |
| 30D | -0.7% | +5.3% | -6.0% | -1.5% |
| 3M | +11.1% | +51.6% | -40.5% | +4.3% |
| 6M | +2.1% | +61.3% | -59.1% | -5.1% |
| YTD | +8.0% | +59.3% | -51.3% | +0.2% |
| 1Y | -0.5% | +38.3% | -38.7% | -5.8% |
| 3Y | +66.2% | +185.9% | -119.7% | +34.2% |
| All | +107.7% | +158.6% | -50.9% | +60.4% |
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