+45.6%
CSX vs HBM
+36.9%
+8.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.0% | -6.2% | +2.1% |
| 7D | -2.2% | +5.0% | -7.2% | -2.6% |
| 30D | +6.8% | -12.7% | +19.6% | +7.6% |
| 3M | +0.7% | -17.4% | +18.1% | +1.8% |
| 6M | +13.3% | -8.9% | +22.1% | +12.4% |
| YTD | +40.5% | +14.9% | +25.6% | +32.3% |
| All | +45.6% | +36.9% | +8.7% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling