+33,950.9%
HD vs CSX
+10,514.4%
+23,436.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.6% |
| 7D | +6.4% | -2.7% | +9.1% | +7.6% |
| 30D | +22.1% | +7.0% | +15.1% | +18.9% |
| 3M | -0.2% | -0.3% | +0.1% | -0.1% |
| 6M | +12.6% | +13.5% | -0.9% | +6.7% |
| YTD | +3.9% | +41.5% | -37.6% | -9.8% |
| 1Y | -3.7% | +45.8% | -49.5% | -17.4% |
| 3Y | +27.9% | +74.4% | -46.5% | +1.1% |
| 5Y | +7.8% | +53.6% | -45.8% | -11.0% |
| 10Y | +269.4% | +465.6% | -196.3% | +80.6% |
| All | +33,950.9% | +10,514.4% | +23,436.5% | +4,283.0% |
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 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