+63.3%
CSX vs ALHC
-28.9%
+92.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | -0.6% | -2.8% | -3.4% |
| 30D | -3.1% | -1.0% | -2.1% | -3.1% |
| 3M | +7.2% | -10.2% | +17.3% | +7.0% |
| 6M | +16.2% | -28.3% | +44.5% | +16.8% |
| YTD | +37.5% | -31.4% | +69.0% | +38.5% |
| 1Y | +53.2% | -16.9% | +70.2% | +52.8% |
| 3Y | +68.2% | +135.5% | -67.2% | +55.5% |
| 5Y | +65.2% | -33.6% | +98.9% | +55.4% |
| All | +63.3% | -28.9% | +92.3% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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