+2,431.6%
CTAS vs HALO
+2,448.5%
-16.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | 0.0% | +0.5% | -0.6% | -0.1% |
| 30D | -1.0% | +5.0% | -6.0% | -1.6% |
| 3M | +15.8% | +53.1% | -37.4% | +9.8% |
| 6M | -1.0% | +60.8% | -61.8% | -6.8% |
| YTD | +7.4% | +60.9% | -53.5% | +0.9% |
| 1Y | -0.1% | +42.8% | -42.9% | -5.0% |
| 3Y | +66.3% | +181.3% | -115.0% | +43.0% |
| 5Y | +111.0% | +157.6% | -46.6% | +80.9% |
| 10Y | +662.9% | +910.4% | -247.5% | +442.6% |
| All | +2,431.6% | +2,448.5% | -16.8% | +1,299.8% |
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