+427.3%
CSX vs HWM
+1,473.3%
-1,046.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -4.2% |
| 7D | -5.5% | +3.4% | -8.9% | -6.8% |
| 30D | +4.9% | -7.5% | +12.5% | +6.8% |
| 3M | -2.9% | -28.9% | +26.0% | +7.0% |
| 6M | +8.3% | -19.6% | +28.0% | +13.9% |
| YTD | +36.7% | +0.6% | +36.1% | +32.8% |
| 1Y | +41.5% | +0.3% | +41.2% | +37.4% |
| 3Y | +68.6% | +326.1% | -257.5% | -4.9% |
| 5Y | +48.4% | +525.2% | -476.7% | -28.2% |
| All | +427.3% | +1,473.3% | -1,046.0% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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