+226.3%
CSX vs USHY
+48.2%
+178.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.2% |
| 7D | -2.2% | +0.8% | -3.0% | -3.5% |
| 30D | +6.8% | +0.2% | +6.6% | +6.4% |
| 3M | +0.7% | -1.7% | +2.3% | +3.6% |
| 6M | +13.3% | -0.6% | +13.9% | +14.4% |
| YTD | +40.5% | +0.8% | +39.8% | +38.8% |
| 1Y | +44.7% | +2.1% | +42.6% | +39.7% |
| 3Y | +74.5% | +26.0% | +48.5% | +18.4% |
| 5Y | +52.0% | +19.2% | +32.8% | +15.9% |
| All | +226.3% | +48.2% | +178.1% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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