+9,714.3%
CSX vs HRB
+3,613.7%
+6,100.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.9% | -2.3% |
| 7D | -5.5% | +2.7% | -8.2% | -6.2% |
| 30D | +4.9% | +22.1% | -17.1% | -0.5% |
| 3M | -2.9% | +15.7% | -18.6% | -7.3% |
| 6M | +8.3% | +83.3% | -75.0% | -10.0% |
| YTD | +36.7% | +25.0% | +11.7% | +24.7% |
| 1Y | +41.5% | +6.9% | +34.6% | +34.5% |
| 3Y | +68.6% | +39.0% | +29.6% | +45.8% |
| 5Y | +48.4% | +146.4% | -98.0% | +6.8% |
| 10Y | +446.6% | +254.4% | +192.2% | +229.0% |
| All | +9,714.3% | +3,613.7% | +6,100.6% | +2,327.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling