+9,772.3%
CSX vs HPQ
+3,038.3%
+6,734.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.3% |
| 7D | -3.4% | +6.9% | -10.3% | -5.2% |
| 30D | -3.1% | +14.4% | -17.5% | -6.8% |
| 3M | +7.2% | +25.6% | -18.4% | +0.1% |
| 6M | +16.2% | +75.0% | -58.9% | -2.1% |
| YTD | +37.5% | +50.7% | -13.1% | +20.4% |
| 1Y | +53.2% | +18.7% | +34.6% | +42.3% |
| 3Y | +68.2% | +21.5% | +46.7% | +51.5% |
| 5Y | +65.2% | +31.6% | +33.7% | +42.5% |
| 10Y | +504.1% | +216.1% | +288.1% | +303.9% |
| All | +9,772.3% | +3,038.3% | +6,734.0% | +3,171.9% |
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