+490.1%
CSX vs HRB
+240.7%
+249.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.8% | +1.8% |
| 7D | -3.4% | -5.7% | +2.3% | -2.1% |
| 30D | -3.1% | +7.9% | -11.0% | -5.2% |
| 3M | +7.2% | +32.1% | -25.0% | -0.4% |
| 6M | +16.2% | +62.2% | -46.1% | +1.4% |
| YTD | +37.5% | +16.4% | +21.1% | +30.3% |
| 1Y | +53.2% | -0.3% | +53.5% | +51.0% |
| 3Y | +68.2% | +36.0% | +32.2% | +48.2% |
| 5Y | +65.2% | +125.2% | -60.0% | +22.8% |
| All | +490.1% | +240.7% | +249.4% | +267.4% |
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