+5,220.9%
CSX vs DHI
+13,246.8%
-8,025.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | +6.0% | -4.1% | +10.1% | +7.0% |
| 30D | +7.8% | +9.3% | -1.5% | +5.4% |
| 3M | +4.1% | -2.6% | +6.7% | +4.4% |
| 6M | +17.9% | +4.1% | +13.8% | +15.9% |
| YTD | +44.9% | +2.3% | +42.6% | +42.5% |
| 1Y | +51.1% | +2.7% | +48.4% | +48.3% |
| 3Y | +78.3% | +23.2% | +55.1% | +63.5% |
| 5Y | +58.1% | +57.3% | +0.8% | +33.8% |
| 10Y | +417.9% | +497.8% | -79.9% | +210.0% |
| All | +5,220.9% | +13,246.8% | -8,025.9% | +1,770.7% |
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