+4,178.9%
CSX vs HALO
+2,492.7%
+1,686.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -3.4% | +4.6% | -8.0% | -4.0% |
| 30D | -3.1% | +31.8% | -34.9% | -6.9% |
| 3M | +7.2% | +53.9% | -46.7% | +0.7% |
| 6M | +16.2% | +57.4% | -41.2% | +8.7% |
| YTD | +37.5% | +63.7% | -26.2% | +27.8% |
| 1Y | +53.2% | +50.1% | +3.1% | +43.7% |
| 3Y | +68.2% | +157.3% | -89.1% | +43.0% |
| 5Y | +65.2% | +161.0% | -95.8% | +37.8% |
| 10Y | +504.1% | +1,018.7% | -514.5% | +295.5% |
| All | +4,178.9% | +2,492.7% | +1,686.2% | +2,015.7% |
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