+427.3%
CSX vs HDB
+57.5%
+369.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.1% | -3.9% |
| 7D | -5.5% | +13.3% | -18.9% | -8.9% |
| 30D | +4.9% | +13.6% | -8.6% | +1.0% |
| 3M | -2.9% | +5.8% | -8.6% | -4.8% |
| 6M | +8.3% | -1.9% | +10.3% | +8.0% |
| YTD | +36.7% | -31.2% | +67.9% | +51.2% |
| 1Y | +41.5% | -29.6% | +71.1% | +55.2% |
| 3Y | +68.6% | -10.1% | +78.7% | +68.1% |
| 5Y | +48.4% | -24.3% | +72.8% | +53.8% |
| All | +427.3% | +57.5% | +369.8% | +314.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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