+6.1%
HD vs CSX
+59.2%
-53.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.3% |
| 7D | -0.5% | +3.1% | -3.6% | -2.0% |
| 30D | +18.5% | +9.7% | +8.8% | +13.2% |
| 3M | +2.2% | +4.9% | -2.8% | -0.3% |
| 6M | +13.8% | +18.4% | -4.5% | +4.1% |
| YTD | +3.4% | +45.9% | -42.5% | -15.3% |
| 1Y | -3.5% | +50.0% | -53.5% | -22.1% |
| 3Y | +29.0% | +78.0% | -49.0% | -7.7% |
| 5Y | +6.1% | +59.2% | -53.1% | -21.0% |
| All | +6.1% | +59.2% | -53.1% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling