+254.2%
HD vs CSX
+440.0%
-185.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.5% | -0.3% |
| 7D | +4.3% | -5.5% | +9.9% | +7.2% |
| 30D | +20.2% | +4.9% | +15.3% | +17.5% |
| 3M | -1.0% | -2.9% | +1.8% | +0.3% |
| 6M | +7.9% | +8.3% | -0.4% | +3.4% |
| YTD | +2.0% | +36.7% | -34.8% | -12.8% |
| 1Y | -4.3% | +41.5% | -45.8% | -19.5% |
| 3Y | +25.9% | +68.6% | -42.7% | -4.3% |
| 5Y | +5.8% | +48.4% | -42.6% | -15.5% |
| All | +254.2% | +440.0% | -185.7% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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