+10,056.0%
CSX vs HAL
+500.8%
+9,555.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +0.9% | -1.5% |
| 7D | -2.7% | -11.1% | +8.4% | +0.1% |
| 30D | +7.0% | -2.4% | +9.5% | +7.5% |
| 3M | -0.3% | +0.8% | -1.1% | -0.9% |
| 6M | +13.5% | -22.8% | +36.3% | +20.0% |
| YTD | +41.5% | +14.5% | +27.0% | +35.0% |
| 1Y | +45.8% | +20.2% | +25.6% | +37.3% |
| 3Y | +74.4% | -15.2% | +89.5% | +74.5% |
| 5Y | +53.6% | +42.5% | +11.1% | +29.5% |
| 10Y | +465.6% | -16.5% | +482.1% | +375.1% |
| All | +10,056.0% | +500.8% | +9,555.1% | +4,681.8% |
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