+3,505.5%
CSX vs HDB
+3,812.1%
-306.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -3.1% | -2.8% | -0.3% | -2.3% |
| 3M | +7.2% | -3.5% | +10.7% | +7.8% |
| 6M | +16.2% | -24.7% | +40.9% | +26.2% |
| YTD | +37.5% | -36.6% | +74.1% | +57.7% |
| 1Y | +53.2% | -34.4% | +87.6% | +73.5% |
| 3Y | +68.2% | -24.4% | +92.6% | +78.2% |
| 5Y | +65.2% | -35.4% | +100.6% | +80.5% |
| 10Y | +504.1% | +39.5% | +464.6% | +382.6% |
| All | +3,505.5% | +3,812.1% | -306.6% | +1,031.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling