+2,492.7%
HALO vs CASY
+5,708.5%
-3,215.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +31.8% | -11.3% | +43.2% | +37.8% |
| 3M | +53.9% | -0.6% | +54.5% | +51.4% |
| 6M | +57.4% | +10.7% | +46.7% | +47.7% |
| YTD | +63.7% | +37.1% | +26.6% | +40.7% |
| 1Y | +50.1% | +52.3% | -2.2% | +23.0% |
| 3Y | +157.3% | +215.2% | -57.9% | +51.6% |
| 5Y | +161.0% | +276.5% | -115.5% | +40.7% |
| 10Y | +1,018.7% | +508.4% | +510.3% | +354.9% |
| All | +2,492.7% | +5,708.5% | -3,215.8% | +288.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling