+78.3%
CSX vs HPQ
+19.7%
+58.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.9% |
| 7D | +6.0% | +3.2% | +2.8% | +5.5% |
| 30D | +7.8% | -3.6% | +11.4% | +8.3% |
| 3M | +4.1% | -5.3% | +9.4% | +4.5% |
| 6M | +17.9% | +41.1% | -23.2% | +9.8% |
| YTD | +44.9% | +36.9% | +8.0% | +35.5% |
| 1Y | +51.1% | +23.5% | +27.6% | +44.4% |
| 3Y | +78.3% | +19.6% | +58.7% | +69.2% |
| All | +78.3% | +19.7% | +58.6% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling