+162.6%
HALO vs CASY
+266.7%
-104.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.2% | +3.6% | -6.8% | -4.1% |
| 30D | -14.2% | +9.1% | -23.2% | -16.1% |
| 3M | -0.4% | -16.5% | +16.1% | +3.9% |
| 6M | +43.2% | -19.7% | +62.9% | +50.4% |
| YTD | +49.0% | +29.3% | +19.7% | +33.1% |
| 1Y | +40.8% | +33.1% | +7.7% | +24.2% |
| 3Y | +167.4% | +158.5% | +8.9% | +76.0% |
| All | +162.6% | +266.7% | -104.1% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling