+409.0%
CSX vs HAL
-18.9%
+427.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.7% | -6.5% | +7.2% | +2.5% |
| 30D | +8.1% | -2.1% | +10.2% | +8.5% |
| 3M | +2.2% | -4.9% | +7.0% | +3.1% |
| 6M | +14.6% | -19.3% | +33.9% | +20.3% |
| YTD | +42.2% | +14.3% | +27.9% | +35.0% |
| 1Y | +47.3% | +17.3% | +30.0% | +38.7% |
| 3Y | +73.5% | -10.9% | +84.4% | +71.3% |
| 5Y | +54.1% | +47.4% | +6.7% | +24.7% |
| 10Y | +409.0% | -20.8% | +429.8% | +290.6% |
| All | +409.0% | -18.9% | +427.9% | +290.6% |
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