+9,714.3%
CSX vs HPQ
+2,663.0%
+7,051.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | 0.0% | -2.5% |
| 7D | -5.5% | -1.1% | -4.4% | -5.2% |
| 30D | +4.9% | -11.7% | +16.7% | +8.1% |
| 3M | -2.9% | +2.0% | -4.8% | -4.4% |
| 6M | +8.3% | +35.9% | -27.5% | -2.6% |
| YTD | +36.7% | +32.7% | +4.1% | +22.9% |
| 1Y | +41.5% | +14.3% | +27.2% | +32.2% |
| 3Y | +68.6% | +17.8% | +50.8% | +52.1% |
| 5Y | +48.4% | +7.6% | +40.9% | +34.5% |
| 10Y | +446.6% | +171.7% | +274.9% | +277.9% |
| All | +9,714.3% | +2,663.0% | +7,051.3% | +3,241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling