+586.8%
CSX vs HLT
+820.1%
-233.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +0.4% |
| 7D | +0.7% | +4.4% | -3.7% | -1.1% |
| 30D | +8.1% | +16.3% | -8.2% | +1.0% |
| 3M | +2.2% | +22.2% | -20.0% | -6.7% |
| 6M | +14.6% | +20.0% | -5.4% | +5.1% |
| YTD | +42.2% | +32.4% | +9.8% | +24.4% |
| 1Y | +47.3% | +38.6% | +8.7% | +26.1% |
| 3Y | +73.5% | +136.4% | -62.9% | +15.6% |
| 5Y | +54.1% | +162.8% | -108.7% | -5.2% |
| 10Y | +409.0% | +720.3% | -311.3% | +73.4% |
| All | +586.8% | +820.1% | -233.3% | +129.2% |
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