+1,972.2%
CSX vs HBM
+443.9%
+1,528.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.7% |
| 7D | -5.5% | -3.6% | -1.9% | -4.9% |
| 30D | +4.9% | -19.2% | +24.1% | +8.7% |
| 3M | -2.9% | -20.5% | +17.7% | +0.5% |
| 6M | +8.3% | -12.8% | +21.2% | +8.5% |
| YTD | +36.7% | +5.4% | +31.3% | +30.3% |
| 1Y | +41.5% | +33.0% | +8.5% | +28.7% |
| 3Y | +68.6% | +357.3% | -288.7% | +14.2% |
| 5Y | +48.4% | +210.4% | -162.0% | +2.8% |
| 10Y | +446.6% | +387.1% | +59.5% | +184.4% |
| All | +1,972.2% | +443.9% | +1,528.3% | +629.7% |
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