+412.6%
CSX vs HAL
-18.5%
+431.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.6% | +2.7% |
| 7D | -2.2% | -7.9% | +5.7% | -0.1% |
| 30D | +6.8% | -2.1% | +8.9% | +7.2% |
| 3M | +0.7% | +0.4% | +0.3% | +0.1% |
| 6M | +13.3% | -19.2% | +32.5% | +18.8% |
| YTD | +40.5% | +14.4% | +26.2% | +33.4% |
| 1Y | +44.7% | +18.0% | +26.7% | +36.0% |
| 3Y | +74.5% | -9.7% | +84.2% | +71.6% |
| 5Y | +52.0% | +40.1% | +11.9% | +24.8% |
| 10Y | +412.6% | -19.1% | +431.8% | +292.1% |
| All | +412.6% | -18.5% | +431.1% | +292.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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