+4,323.5%
CSX vs HALO
+2,323.1%
+2,000.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.7% | -19.9% | +20.6% | +3.6% |
| 30D | +8.1% | -6.7% | +14.8% | +8.9% |
| 3M | +2.2% | +0.4% | +1.8% | +1.9% |
| 6M | +14.6% | +60.6% | -46.0% | +6.7% |
| YTD | +42.2% | +53.0% | -10.8% | +33.0% |
| 1Y | +47.3% | +51.4% | -4.1% | +37.9% |
| 3Y | +73.5% | +176.5% | -102.9% | +46.1% |
| 5Y | +54.1% | +169.7% | -115.6% | +27.8% |
| 10Y | +409.0% | +747.6% | -338.6% | +246.2% |
| All | +4,323.5% | +2,323.1% | +2,000.5% | +2,102.2% |
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