+2,259.3%
HALO vs CASY
+5,375.7%
-3,116.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -3.2% | +3.6% | -6.8% | -4.6% |
| 30D | -14.2% | +9.1% | -23.2% | -17.1% |
| 3M | -0.4% | -16.5% | +16.1% | +5.7% |
| 6M | +43.2% | -19.7% | +62.9% | +51.9% |
| YTD | +49.0% | +29.3% | +19.7% | +29.9% |
| 1Y | +40.8% | +33.1% | +7.7% | +21.0% |
| 3Y | +167.4% | +158.5% | +8.9% | +69.6% |
| 5Y | +157.4% | +266.7% | -109.3% | +39.2% |
| 10Y | +697.1% | +553.5% | +143.6% | +211.0% |
| All | +2,259.3% | +5,375.7% | -3,116.4% | +258.5% |
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