+67.8%
CSX vs HAL
+104.8%
-37.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -3.4% | +2.9% | -6.3% | -4.0% |
| 30D | -3.1% | +17.0% | -20.1% | -6.2% |
| 3M | +7.2% | -9.7% | +16.8% | +9.1% |
| 6M | +16.2% | +8.6% | +7.5% | +13.4% |
| YTD | +37.5% | +33.0% | +4.6% | +28.4% |
| 1Y | +53.2% | +68.3% | -15.1% | +35.2% |
| 3Y | +68.2% | +0.1% | +68.1% | +61.7% |
| All | +67.8% | +104.8% | -37.0% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling