+160.1%
HALO vs CASY
+234.8%
-74.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.4% | +2.8% |
| 7D | -2.1% | -16.5% | +14.5% | +2.3% |
| 30D | +4.6% | -26.4% | +31.0% | +12.9% |
| 3M | +50.2% | -17.3% | +67.5% | +55.2% |
| 6M | +57.6% | -5.2% | +62.8% | +55.1% |
| YTD | +59.6% | +14.1% | +45.5% | +47.6% |
| 1Y | +41.2% | +16.6% | +24.6% | +29.1% |
| 3Y | +178.9% | +163.7% | +15.2% | +78.9% |
| 5Y | +160.1% | +231.3% | -71.2% | +42.3% |
| All | +160.1% | +234.8% | -74.7% | +42.3% |
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