+48.2%
CSX vs HALO
+155.8%
-107.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -15.7% | +12.4% | -1.6% |
| 7D | -5.5% | -20.8% | +15.3% | -3.1% |
| 30D | +4.9% | -6.5% | +11.4% | +5.6% |
| 3M | -2.9% | +20.8% | -23.7% | -5.2% |
| 6M | +8.3% | +56.2% | -47.8% | +2.4% |
| YTD | +36.7% | +54.0% | -17.2% | +29.1% |
| 1Y | +41.5% | +51.5% | -10.0% | +33.8% |
| 3Y | +68.6% | +193.9% | -125.3% | +42.0% |
| All | +48.2% | +155.8% | -107.6% | +28.8% |
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