+65.5%
CSX vs HLT
+149.2%
-83.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | 0.0% |
| 7D | +0.6% | -2.4% | +3.0% | +1.5% |
| 30D | -2.3% | -4.1% | +1.8% | -0.8% |
| 3M | +4.3% | -10.6% | +14.9% | +8.4% |
| 6M | +23.4% | +2.0% | +21.3% | +21.7% |
| YTD | +36.4% | +6.1% | +30.3% | +32.4% |
| 1Y | +53.0% | +9.8% | +43.2% | +46.2% |
| 3Y | +70.6% | +99.0% | -28.4% | +29.8% |
| 5Y | +65.5% | +151.5% | -86.0% | +14.0% |
| All | +65.5% | +149.2% | -83.7% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling