+9,772.3%
CSX vs HAL
+597.8%
+9,174.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -3.4% | +2.9% | -6.3% | -4.1% |
| 30D | -3.1% | +17.0% | -20.1% | -6.9% |
| 3M | +7.2% | -9.7% | +16.8% | +9.4% |
| 6M | +16.2% | +8.6% | +7.5% | +12.9% |
| YTD | +37.5% | +33.0% | +4.6% | +26.9% |
| 1Y | +53.2% | +68.3% | -15.1% | +32.4% |
| 3Y | +68.2% | +0.1% | +68.1% | +61.8% |
| 5Y | +65.2% | +102.6% | -37.4% | +27.6% |
| 10Y | +504.1% | +3.8% | +500.3% | +382.1% |
| All | +9,772.3% | +597.8% | +9,174.5% | +4,392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling