+134.4%
HL vs CSX
+419.3%
-284.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.4% | -5.9% |
| 7D | -7.6% | +3.1% | -10.7% | -9.0% |
| 30D | -17.5% | +9.7% | -27.2% | -21.1% |
| 3M | -26.2% | +4.9% | -31.1% | -28.0% |
| 6M | -35.1% | +18.4% | -53.4% | -40.3% |
| YTD | -30.4% | +45.9% | -76.3% | -41.7% |
| 1Y | -14.0% | +50.0% | -63.9% | -28.8% |
| 3Y | +256.3% | +78.0% | +178.3% | +165.7% |
| 5Y | +112.5% | +59.2% | +53.3% | +65.4% |
| All | +134.4% | +419.3% | -284.9% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling