+10,056.0%
CSX vs HST
+1,512.4%
+8,543.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.3% | -0.6% |
| 7D | -2.7% | -4.2% | +1.5% | -1.5% |
| 30D | +7.0% | +9.6% | -2.6% | +4.0% |
| 3M | -0.3% | -1.1% | +0.8% | -0.2% |
| 6M | +13.5% | +21.1% | -7.6% | +6.6% |
| YTD | +41.5% | +47.1% | -5.6% | +25.0% |
| 1Y | +45.8% | +64.0% | -18.3% | +24.3% |
| 3Y | +74.4% | +77.1% | -2.7% | +43.9% |
| 5Y | +53.6% | +71.8% | -18.1% | +24.9% |
| 10Y | +465.6% | +146.3% | +319.3% | +289.7% |
| All | +10,056.0% | +1,512.4% | +8,543.6% | +4,122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling