+418.4%
CSX vs HPQ
+155.9%
+262.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.1% |
| 7D | +3.1% | -1.9% | +5.0% | +3.7% |
| 30D | +9.7% | -5.7% | +15.4% | +11.5% |
| 3M | +4.9% | -0.4% | +5.3% | +3.7% |
| 6M | +18.4% | +40.0% | -21.7% | +1.9% |
| YTD | +45.9% | +34.6% | +11.2% | +26.1% |
| 1Y | +50.0% | +20.4% | +29.6% | +34.8% |
| 3Y | +78.0% | +18.3% | +59.7% | +52.8% |
| 5Y | +59.2% | +9.6% | +49.6% | +35.0% |
| All | +418.4% | +155.9% | +262.5% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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