+67.8%
CSX vs HPQ
+32.3%
+35.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.4% |
| 7D | -3.4% | +6.9% | -10.3% | -4.9% |
| 30D | -3.1% | +14.4% | -17.5% | -6.2% |
| 3M | +7.2% | +25.6% | -18.4% | +1.2% |
| 6M | +16.2% | +75.0% | -58.9% | -0.5% |
| YTD | +37.5% | +50.7% | -13.1% | +22.5% |
| 1Y | +53.2% | +18.7% | +34.6% | +45.3% |
| 3Y | +68.2% | +21.5% | +46.7% | +52.4% |
| All | +67.8% | +32.3% | +35.5% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling