+418.4%
CSX vs HBM
+285.4%
+133.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.2% |
| 7D | +3.1% | +5.1% | -2.0% | +2.2% |
| 30D | +9.7% | -15.8% | +25.5% | +12.4% |
| 3M | +4.9% | -22.4% | +27.3% | +8.5% |
| 6M | +18.4% | -20.2% | +38.6% | +20.4% |
| YTD | +45.9% | +9.0% | +36.9% | +38.9% |
| 1Y | +50.0% | +27.4% | +22.6% | +38.7% |
| 3Y | +78.0% | +424.2% | -346.2% | +21.5% |
| 5Y | +59.2% | +196.1% | -136.9% | +15.0% |
| All | +418.4% | +285.4% | +133.0% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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