+59.2%
CSX vs HIG
+107.2%
-48.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | +9.7% | +4.4% | +5.4% | +7.8% |
| 3M | +4.9% | 0.0% | +4.9% | +4.8% |
| 6M | +18.4% | +3.8% | +14.6% | +16.0% |
| YTD | +45.9% | +0.7% | +45.2% | +44.7% |
| 1Y | +50.0% | +5.0% | +44.9% | +45.9% |
| 3Y | +78.0% | +95.3% | -17.3% | +28.1% |
| 5Y | +59.2% | +110.8% | -51.6% | +8.4% |
| All | +59.2% | +107.2% | -48.0% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling