+4,951.0%
CSX vs DHI
+12,945.6%
-7,994.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -3.4% | -3.1% | -0.2% | -2.6% |
| 30D | -3.1% | -5.5% | +2.4% | -1.9% |
| 3M | +7.2% | -2.2% | +9.4% | +7.3% |
| 6M | +16.2% | -6.0% | +22.1% | +17.1% |
| YTD | +37.5% | 0.0% | +37.6% | +36.3% |
| 1Y | +53.2% | -18.2% | +71.5% | +58.7% |
| 3Y | +68.2% | +22.5% | +45.7% | +54.5% |
| 5Y | +65.2% | +58.4% | +6.9% | +39.7% |
| 10Y | +504.1% | +405.2% | +99.0% | +276.1% |
| All | +4,951.0% | +12,945.6% | -7,994.6% | +1,689.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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