+45.6%
CSX vs HAL
+17.1%
+28.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.6% | +2.8% |
| 7D | -2.2% | -7.9% | +5.7% | -1.6% |
| 30D | +6.8% | -2.1% | +8.9% | +6.9% |
| 3M | +0.7% | +0.4% | +0.3% | +0.3% |
| 6M | +13.3% | -19.2% | +32.5% | +15.3% |
| YTD | +40.5% | +14.4% | +26.2% | +36.2% |
| All | +45.6% | +17.1% | +28.5% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling