+9,714.3%
CSX vs HUBB
+142,140.5%
-132,426.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -3.4% |
| 7D | -5.5% | +1.7% | -7.2% | -5.5% |
| 30D | +4.9% | -9.7% | +14.6% | +5.1% |
| 3M | -2.9% | -15.2% | +12.3% | -2.7% |
| 6M | +8.3% | -14.0% | +22.3% | +8.5% |
| YTD | +36.7% | -2.4% | +39.2% | +36.7% |
| 1Y | +41.5% | -5.8% | +47.3% | +41.5% |
| 3Y | +68.6% | +60.4% | +8.2% | +67.5% |
| 5Y | +48.4% | +125.4% | -77.0% | +46.8% |
| 10Y | +446.6% | +409.7% | +36.9% | +436.5% |
| All | +9,714.3% | +142,140.5% | -132,426.1% | +9,253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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