+564.3%
CSX vs HLT
+653.9%
-89.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -3.4% | -3.3% | -0.1% | -1.9% |
| 30D | -3.1% | -4.1% | +1.0% | -1.4% |
| 3M | +7.2% | -7.9% | +15.1% | +10.7% |
| 6M | +16.2% | +2.2% | +14.0% | +14.3% |
| YTD | +37.5% | +8.5% | +29.1% | +31.6% |
| 1Y | +53.2% | +12.1% | +41.1% | +44.0% |
| 3Y | +68.2% | +107.6% | -39.4% | +18.6% |
| 5Y | +65.2% | +156.4% | -91.1% | +2.0% |
| 10Y | +504.1% | +566.3% | -62.2% | +125.9% |
| All | +564.3% | +653.9% | -89.6% | +142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling