+496.7%
CSX vs HLT
+572.6%
-75.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -0.6% | -1.5% | +0.9% | 0.0% |
| 30D | -3.2% | -1.2% | -2.0% | -2.8% |
| 3M | +2.6% | -10.3% | +12.9% | +7.1% |
| 6M | +19.8% | +1.3% | +18.6% | +18.4% |
| YTD | +34.7% | +7.0% | +27.6% | +29.7% |
| 1Y | +52.1% | +11.9% | +40.3% | +43.2% |
| 3Y | +68.4% | +100.7% | -32.2% | +21.1% |
| 5Y | +65.1% | +147.5% | -82.4% | +4.2% |
| 10Y | +496.7% | +586.5% | -89.8% | +143.4% |
| All | +496.7% | +572.6% | -75.9% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling