-1.9%
HD vs CSX
+45.3%
-47.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +1.6% |
| 7D | +3.6% | -2.2% | +5.8% | +4.6% |
| 30D | +21.6% | +6.8% | +14.7% | +18.4% |
| 3M | +0.1% | +0.7% | -0.6% | -0.3% |
| 6M | +13.0% | +13.3% | -0.3% | +5.7% |
| YTD | +4.9% | +40.5% | -35.6% | -13.1% |
| All | -1.9% | +45.3% | -47.1% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling