+31,139.8%
HD vs CSX
+10,217.9%
+20,921.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.6% |
| 7D | -2.1% | -3.4% | +1.3% | -0.7% |
| 30D | -8.4% | -3.1% | -5.3% | -7.3% |
| 3M | +4.3% | +7.2% | -2.8% | +1.3% |
| 6M | -11.1% | +16.2% | -27.3% | -16.6% |
| YTD | -4.7% | +37.5% | -42.2% | -16.3% |
| 1Y | -19.8% | +53.2% | -73.0% | -32.7% |
| 3Y | +4.1% | +68.2% | -64.1% | -16.6% |
| 5Y | +10.3% | +65.2% | -54.9% | -11.5% |
| 10Y | +203.2% | +504.1% | -301.0% | +44.5% |
| All | +31,139.8% | +10,217.9% | +20,921.9% | +3,965.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling