+74.7%
CSX vs HPQ
+23.9%
+50.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.5% |
| 7D | -3.4% | +6.9% | -10.3% | -4.3% |
| 30D | -3.1% | +14.4% | -17.5% | -5.2% |
| 3M | +7.2% | +25.6% | -18.4% | +3.1% |
| 6M | +16.2% | +75.0% | -58.9% | +4.1% |
| YTD | +37.5% | +50.7% | -13.1% | +27.2% |
| 1Y | +53.2% | +18.7% | +34.6% | +49.2% |
| All | +74.7% | +23.9% | +50.9% | +61.7% |
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