+414.9%
CSX vs HAL
-13.9%
+428.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.5% |
| 7D | +6.0% | +6.1% | -0.1% | +4.3% |
| 30D | +7.8% | +2.9% | +4.9% | +6.8% |
| 3M | +4.1% | +3.3% | +0.8% | +2.8% |
| 6M | +17.9% | -16.9% | +34.8% | +22.8% |
| YTD | +44.9% | +21.2% | +23.7% | +35.5% |
| 1Y | +51.1% | +27.5% | +23.6% | +39.3% |
| 3Y | +78.3% | -6.4% | +84.7% | +73.7% |
| 5Y | +58.1% | +58.0% | +0.1% | +25.6% |
| All | +414.9% | -13.9% | +428.8% | +287.9% |
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