+482.4%
CSX vs HPQ
+199.5%
+282.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.7% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -2.3% | +3.7% | -6.0% | -3.9% |
| 3M | +4.3% | +24.3% | -20.0% | -4.2% |
| 6M | +23.4% | +64.8% | -41.4% | +0.4% |
| YTD | +36.4% | +43.9% | -7.5% | +16.3% |
| 1Y | +53.0% | +11.7% | +41.4% | +42.6% |
| 3Y | +70.6% | +19.7% | +51.0% | +47.7% |
| 5Y | +65.5% | +32.2% | +33.2% | +30.5% |
| 10Y | +482.4% | +198.9% | +283.4% | +197.6% |
| All | +482.4% | +199.5% | +282.8% | +197.6% |
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