+50.0%
CSX vs HDB
-29.3%
+79.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +3.1% | +4.1% | -1.0% | +2.7% |
| 30D | +9.7% | +13.0% | -3.2% | +8.3% |
| 3M | +4.9% | +11.3% | -6.3% | +3.7% |
| 6M | +18.4% | +6.9% | +11.4% | +17.1% |
| YTD | +45.9% | -29.6% | +75.5% | +57.2% |
| 1Y | +50.0% | -29.5% | +79.5% | +61.8% |
| All | +50.0% | -29.3% | +79.3% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling