+68.6%
CSX vs HWM
+330.6%
-262.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.8% | -3.7% |
| 7D | -5.5% | +3.3% | -8.8% | -6.2% |
| 30D | +4.9% | -7.6% | +12.5% | +6.0% |
| 3M | -2.9% | -28.9% | +26.1% | +2.9% |
| 6M | +8.3% | -19.7% | +28.0% | +11.5% |
| YTD | +36.7% | +0.5% | +36.2% | +34.2% |
| 1Y | +41.5% | +0.3% | +41.2% | +38.9% |
| 3Y | +68.6% | +325.8% | -257.2% | +23.5% |
| All | +68.6% | +330.6% | -262.0% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling