+496.7%
CSX vs HALO
+924.7%
-428.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -0.6% | -2.1% | +1.5% | -0.3% |
| 30D | -3.2% | +4.6% | -7.9% | -3.9% |
| 3M | +2.6% | +50.2% | -47.7% | -4.1% |
| 6M | +19.8% | +57.6% | -37.8% | +11.0% |
| YTD | +34.7% | +59.6% | -24.9% | +24.2% |
| 1Y | +52.1% | +41.2% | +11.0% | +42.8% |
| 3Y | +68.4% | +178.9% | -110.4% | +36.8% |
| 5Y | +65.1% | +160.1% | -95.0% | +32.8% |
| 10Y | +496.7% | +967.5% | -470.8% | +267.2% |
| All | +496.7% | +924.7% | -428.0% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HALO 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling