+427.3%
CSX vs HST
+142.8%
+284.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.3% |
| 7D | -5.5% | -2.7% | -2.8% | -4.6% |
| 30D | +4.9% | +10.7% | -5.8% | +1.0% |
| 3M | -2.9% | +6.3% | -9.1% | -5.2% |
| 6M | +8.3% | +19.0% | -10.6% | +1.0% |
| YTD | +36.7% | +47.0% | -10.3% | +17.7% |
| 1Y | +41.5% | +53.4% | -11.9% | +19.8% |
| 3Y | +68.6% | +78.0% | -9.4% | +33.0% |
| 5Y | +48.4% | +71.7% | -23.2% | +15.1% |
| All | +427.3% | +142.8% | +284.5% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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