+412.6%
CSX vs HPQ
+163.2%
+249.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | +6.8% | -6.5% | +13.3% | +8.9% |
| 3M | +0.7% | -5.1% | +5.8% | +1.1% |
| 6M | +13.3% | +27.3% | -14.0% | +0.8% |
| YTD | +40.5% | +31.7% | +8.8% | +22.4% |
| 1Y | +44.7% | +13.0% | +31.7% | +33.0% |
| 3Y | +74.5% | +18.3% | +56.2% | +49.5% |
| 5Y | +52.0% | +7.4% | +44.6% | +29.8% |
| 10Y | +412.6% | +154.8% | +257.9% | +181.9% |
| All | +412.6% | +163.2% | +249.4% | +181.9% |
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