+74.5%
CSX vs HDB
-12.6%
+87.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.6% |
| 7D | -2.7% | +13.3% | -16.0% | -4.5% |
| 30D | +7.0% | +10.2% | -3.2% | +5.4% |
| 3M | -0.3% | +3.6% | -3.9% | -0.9% |
| 6M | +13.5% | -0.5% | +14.1% | +13.2% |
| YTD | +41.5% | -32.4% | +73.9% | +51.3% |
| 1Y | +45.8% | -31.1% | +76.8% | +55.2% |
| All | +74.5% | -12.6% | +87.1% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling