+416.4%
CSX vs HAL
-17.4%
+433.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +0.7% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +8.7% | +1.0% | +7.7% | +8.2% |
| 3M | +4.2% | -2.1% | +6.3% | +4.4% |
| 6M | +16.7% | -17.5% | +34.2% | +21.7% |
| YTD | +44.5% | +18.1% | +26.3% | +36.0% |
| 1Y | +50.3% | +19.7% | +30.5% | +40.8% |
| 3Y | +76.3% | -7.9% | +84.2% | +72.5% |
| 5Y | +58.1% | +53.1% | +5.1% | +26.7% |
| 10Y | +416.4% | -16.8% | +433.2% | +291.6% |
| All | +416.4% | -17.4% | +433.8% | +291.6% |
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