+48.2%
CSX vs HDB
-24.7%
+72.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.1% | -3.7% |
| 7D | -5.5% | +13.3% | -18.9% | -7.9% |
| 30D | +4.9% | +13.6% | -8.6% | +2.2% |
| 3M | -2.9% | +5.8% | -8.6% | -4.2% |
| 6M | +8.3% | -1.9% | +10.3% | +8.2% |
| YTD | +36.7% | -31.2% | +67.9% | +47.8% |
| 1Y | +41.5% | -29.6% | +71.1% | +52.0% |
| 3Y | +68.6% | -10.1% | +78.7% | +68.7% |
| All | +48.2% | -24.7% | +72.9% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling