+53.0%
CSX vs HIG
+5.4%
+47.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.3% |
| 7D | +0.6% | -1.1% | +1.7% | +0.9% |
| 30D | -2.3% | -4.9% | +2.6% | -1.0% |
| 3M | +4.3% | +6.8% | -2.5% | +1.9% |
| 6M | +23.4% | -1.7% | +25.1% | +23.4% |
| YTD | +36.4% | -0.2% | +36.6% | +36.0% |
| 1Y | +53.0% | +5.7% | +47.3% | +51.6% |
| All | +53.0% | +5.4% | +47.7% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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