+66.8%
CSX vs HALO
+154.0%
-87.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -3.4% | +4.6% | -8.0% | -3.9% |
| 30D | -3.1% | +31.8% | -34.9% | -6.2% |
| 3M | +7.2% | +53.9% | -46.7% | +1.9% |
| 6M | +16.2% | +57.4% | -41.2% | +10.0% |
| YTD | +37.5% | +63.7% | -26.2% | +29.4% |
| 1Y | +53.2% | +50.1% | +3.1% | +45.4% |
| 3Y | +68.2% | +157.3% | -89.1% | +45.8% |
| All | +66.8% | +154.0% | -87.2% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling