+3,475.3%
CSX vs HIG
+967.2%
+2,508.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.8% |
| 7D | -5.5% | +1.1% | -6.6% | -5.7% |
| 30D | +4.9% | +5.6% | -0.6% | +3.6% |
| 3M | -2.9% | -6.9% | +4.0% | -1.3% |
| 6M | +8.3% | +1.3% | +7.1% | +7.8% |
| YTD | +36.7% | -1.5% | +38.2% | +36.9% |
| 1Y | +41.5% | +6.6% | +34.9% | +39.0% |
| 3Y | +68.6% | +91.2% | -22.6% | +43.9% |
| 5Y | +48.4% | +106.1% | -57.6% | +24.0% |
| 10Y | +446.6% | +283.7% | +162.9% | +288.6% |
| All | +3,475.3% | +967.2% | +2,508.1% | +1,313.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling