+412.6%
CSX vs BHP
+363.1%
+49.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +1.3% |
| 7D | -2.2% | +3.5% | -5.7% | -3.5% |
| 30D | +6.8% | -4.5% | +11.3% | +8.5% |
| 3M | +0.7% | -6.4% | +7.0% | +2.7% |
| 6M | +13.3% | -0.1% | +13.3% | +11.4% |
| YTD | +40.5% | +43.0% | -2.5% | +18.4% |
| 1Y | +44.7% | +56.5% | -11.8% | +17.3% |
| 3Y | +74.5% | +62.0% | +12.5% | +35.0% |
| 5Y | +52.0% | +130.4% | -78.4% | -6.5% |
| 10Y | +412.6% | +349.1% | +63.6% | +116.6% |
| All | +412.6% | +363.1% | +49.5% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling