+427.3%
CSX vs HRB
+249.6%
+177.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.9% | -2.4% |
| 7D | -5.5% | +2.7% | -8.2% | -6.1% |
| 30D | +4.9% | +22.1% | -17.1% | +0.2% |
| 3M | -2.9% | +15.7% | -18.6% | -6.7% |
| 6M | +8.3% | +83.3% | -75.0% | -7.9% |
| YTD | +36.7% | +25.0% | +11.7% | +27.2% |
| 1Y | +41.5% | +6.9% | +34.6% | +37.1% |
| 3Y | +68.6% | +39.0% | +29.6% | +48.2% |
| 5Y | +48.4% | +146.4% | -98.0% | +8.1% |
| All | +427.3% | +249.6% | +177.7% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling