+414.9%
CSX vs HALO
+689.5%
-274.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.0% | -3.2% | +9.2% | +6.5% |
| 30D | +7.8% | -14.2% | +22.0% | +10.1% |
| 3M | +4.1% | -0.4% | +4.5% | +3.9% |
| 6M | +17.9% | +43.2% | -25.3% | +10.8% |
| YTD | +44.9% | +49.0% | -4.1% | +34.8% |
| 1Y | +51.1% | +40.8% | +10.3% | +41.7% |
| 3Y | +78.3% | +167.4% | -89.1% | +45.7% |
| 5Y | +58.1% | +157.4% | -99.3% | +27.0% |
| All | +414.9% | +689.5% | -274.6% | +238.6% |
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