+459.0%
CSX vs HWM
+1,494.1%
-1,035.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -3.4% | -2.1% | -1.3% | -2.9% |
| 30D | -3.1% | -11.0% | +7.9% | +0.4% |
| 3M | +7.2% | +4.0% | +3.1% | +5.1% |
| 6M | +16.2% | -0.2% | +16.4% | +15.0% |
| YTD | +37.5% | +26.7% | +10.9% | +25.5% |
| 1Y | +53.2% | +44.7% | +8.5% | +33.1% |
| 3Y | +68.2% | +426.1% | -357.9% | -10.0% |
| 5Y | +65.2% | +738.5% | -673.3% | -26.5% |
| All | +459.0% | +1,494.1% | -1,035.0% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling