+475.1%
CSX vs HWM
+1,135.2%
-660.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -0.5% |
| 7D | -2.7% | -2.4% | -0.3% | -2.2% |
| 30D | +7.0% | -13.3% | +20.3% | +11.1% |
| 3M | -0.3% | -31.0% | +30.7% | +10.8% |
| 6M | +13.5% | -17.1% | +30.7% | +18.1% |
| YTD | +41.5% | -1.9% | +43.4% | +38.6% |
| 1Y | +45.8% | -2.4% | +48.2% | +42.9% |
| 3Y | +74.4% | +322.2% | -247.8% | -1.0% |
| 5Y | +53.6% | +509.8% | -456.2% | -24.7% |
| 10Y | +465.6% | +1,453.8% | -988.2% | +94.1% |
| All | +475.1% | +1,135.2% | -660.1% | +96.5% |
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 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