+1,984.4%
CSX vs HBM
+613.3%
+1,371.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -3.4% | -6.4% | +3.0% | -2.2% |
| 30D | -3.1% | +5.9% | -9.0% | -4.3% |
| 3M | +7.2% | -8.9% | +16.1% | +7.7% |
| 6M | +16.2% | +10.7% | +5.5% | +11.5% |
| YTD | +37.5% | +38.3% | -0.7% | +25.5% |
| 1Y | +53.2% | +121.3% | -68.1% | +26.8% |
| 3Y | +68.2% | +450.6% | -382.3% | +10.7% |
| 5Y | +65.2% | +338.0% | -272.8% | +7.4% |
| 10Y | +504.1% | +578.6% | -74.5% | +196.0% |
| All | +1,984.4% | +613.3% | +1,371.1% | +602.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling