+416.4%
CSX vs HLT
+712.4%
-296.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +8.7% | +15.1% | -6.4% | +2.1% |
| 3M | +4.2% | +19.8% | -15.6% | -3.9% |
| 6M | +16.7% | +19.6% | -2.9% | +7.3% |
| YTD | +44.5% | +31.4% | +13.1% | +27.1% |
| 1Y | +50.3% | +38.0% | +12.3% | +29.2% |
| 3Y | +76.3% | +134.7% | -58.4% | +18.4% |
| 5Y | +58.1% | +166.2% | -108.0% | -2.7% |
| 10Y | +416.4% | +705.6% | -289.2% | +89.8% |
| All | +416.4% | +712.4% | -296.0% | +89.8% |
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