+504.5%
CSX vs HALO
+933.5%
-429.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | -2.3% | +5.0% | -7.3% | -3.0% |
| 3M | +4.3% | +53.1% | -48.8% | -2.8% |
| 6M | +23.4% | +60.8% | -37.4% | +14.0% |
| YTD | +36.4% | +60.9% | -24.5% | +25.7% |
| 1Y | +53.0% | +42.8% | +10.2% | +43.4% |
| 3Y | +70.6% | +181.3% | -110.6% | +38.4% |
| 5Y | +65.5% | +157.6% | -92.1% | +33.4% |
| All | +504.5% | +933.5% | -429.0% | +271.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling