+67.8%
CSX vs HWM
+743.6%
-675.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -3.4% | -2.1% | -1.3% | -3.0% |
| 30D | -3.1% | -11.0% | +7.9% | -0.2% |
| 3M | +7.2% | +4.0% | +3.1% | +5.4% |
| 6M | +16.2% | -0.2% | +16.4% | +15.1% |
| YTD | +37.5% | +26.7% | +10.9% | +27.2% |
| 1Y | +53.2% | +44.7% | +8.5% | +35.8% |
| 3Y | +68.2% | +426.1% | -357.9% | -6.6% |
| All | +67.8% | +743.6% | -675.8% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling