+4,153.8%
CSX vs HALO
+2,338.4%
+1,815.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -15.7% | +12.4% | -1.2% |
| 7D | -5.5% | -20.8% | +15.3% | -2.6% |
| 30D | +4.9% | -6.5% | +11.4% | +5.7% |
| 3M | -2.9% | +20.8% | -23.7% | -5.8% |
| 6M | +8.3% | +56.2% | -47.8% | +1.3% |
| YTD | +36.7% | +54.0% | -17.2% | +27.8% |
| 1Y | +41.5% | +51.5% | -10.0% | +32.4% |
| 3Y | +68.6% | +193.9% | -125.3% | +40.6% |
| 5Y | +48.4% | +154.6% | -106.1% | +24.1% |
| 10Y | +446.6% | +1,124.9% | -678.3% | +254.0% |
| All | +4,153.8% | +2,338.4% | +1,815.4% | +2,016.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling