+409.0%
CSX vs HWM
+1,599.0%
-1,190.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | +0.7% | -1.8% | +2.5% | +1.1% |
| 30D | +8.1% | -2.7% | +10.8% | +8.2% |
| 3M | +2.2% | -22.7% | +24.9% | +9.6% |
| 6M | +14.6% | -18.9% | +33.5% | +20.5% |
| YTD | +42.2% | +7.1% | +35.1% | +35.4% |
| 1Y | +47.3% | +4.7% | +42.6% | +41.2% |
| 3Y | +73.5% | +345.6% | -272.1% | -3.3% |
| 5Y | +54.1% | +588.3% | -534.2% | -27.7% |
| 10Y | +409.0% | +1,516.2% | -1,107.2% | +62.3% |
| All | +409.0% | +1,599.0% | -1,190.1% | +62.3% |
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