+50.3%
CSX vs HLT
+37.8%
+12.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +8.7% | +15.1% | -6.4% | +4.6% |
| 3M | +4.2% | +19.8% | -15.6% | -0.9% |
| 6M | +16.7% | +19.6% | -2.9% | +10.3% |
| YTD | +44.5% | +31.4% | +13.1% | +31.7% |
| 1Y | +50.3% | +38.0% | +12.3% | +34.6% |
| All | +50.3% | +37.8% | +12.4% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling