+3,496.4%
CSX vs HIG
+1,002.1%
+2,494.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.1% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -3.1% | -3.2% | +0.1% | -2.4% |
| 3M | +7.2% | +9.1% | -2.0% | +4.8% |
| 6M | +16.2% | -1.8% | +18.0% | +16.5% |
| YTD | +37.5% | +1.8% | +35.8% | +36.7% |
| 1Y | +53.2% | +4.6% | +48.7% | +51.2% |
| 3Y | +68.2% | +101.6% | -33.4% | +41.8% |
| 5Y | +65.2% | +124.5% | -59.3% | +35.4% |
| 10Y | +504.1% | +317.8% | +186.3% | +321.5% |
| All | +3,496.4% | +1,002.1% | +2,494.3% | +1,311.9% |
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