+414.9%
CSX vs HDB
+63.5%
+351.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | +6.0% | +2.7% | +3.2% | +5.2% |
| 30D | +7.8% | +14.1% | -6.3% | +3.7% |
| 3M | +4.1% | +11.8% | -7.7% | +0.4% |
| 6M | +17.9% | +8.2% | +9.7% | +14.2% |
| YTD | +44.9% | -29.3% | +74.2% | +58.9% |
| 1Y | +51.1% | -28.8% | +79.9% | +65.3% |
| 3Y | +78.3% | -7.5% | +85.7% | +76.3% |
| 5Y | +58.1% | -23.1% | +81.2% | +63.1% |
| All | +414.9% | +63.5% | +351.4% | +298.7% |
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