+876.3%
HALO vs CASY
+453.5%
+422.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | -2.7% | -18.6% | +15.9% | +2.3% |
| 30D | +5.3% | -26.6% | +32.0% | +13.7% |
| 3M | +51.6% | -32.8% | +84.3% | +67.0% |
| 6M | +61.3% | -10.0% | +71.3% | +62.3% |
| YTD | +59.3% | +11.6% | +47.7% | +50.4% |
| 1Y | +38.3% | +11.5% | +26.8% | +30.2% |
| 3Y | +185.9% | +160.7% | +25.2% | +104.0% |
| 5Y | +159.9% | +232.4% | -72.5% | +71.3% |
| All | +876.3% | +453.5% | +422.8% | +449.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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