+7.8%
HD vs CSX
+52.1%
-44.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.4% |
| 7D | +6.4% | -2.7% | +9.1% | +7.9% |
| 30D | +22.1% | +7.0% | +15.1% | +18.1% |
| 3M | -0.2% | -0.3% | +0.1% | -0.1% |
| 6M | +12.6% | +13.5% | -0.9% | +5.1% |
| YTD | +3.9% | +41.5% | -37.6% | -13.5% |
| 1Y | -3.7% | +45.8% | -49.5% | -21.1% |
| 3Y | +27.9% | +74.4% | -46.5% | -7.6% |
| 5Y | +7.8% | +53.6% | -45.8% | -17.9% |
| All | +7.8% | +52.1% | -44.3% | -17.9% |
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 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