+238.7%
CSX vs USHY
+48.2%
+190.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.6% |
| 7D | +3.1% | -0.3% | +3.4% | +3.6% |
| 30D | +9.7% | +0.3% | +9.4% | +9.2% |
| 3M | +4.9% | -1.7% | +6.6% | +8.1% |
| 6M | +18.4% | -0.4% | +18.8% | +19.1% |
| YTD | +45.9% | +0.7% | +45.2% | +44.2% |
| 1Y | +50.0% | +1.8% | +48.2% | +45.6% |
| 3Y | +78.0% | +25.3% | +52.7% | +21.8% |
| 5Y | +59.2% | +19.9% | +39.3% | +20.0% |
| All | +238.7% | +48.2% | +190.5% | +80.1% |
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