+135.5%
HL vs CSX
+416.0%
-280.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.5% | -7.8% |
| 7D | +8.2% | +0.7% | +7.5% | +7.9% |
| 30D | -16.3% | +8.1% | -24.4% | -19.4% |
| 3M | -18.6% | +2.2% | -20.8% | -19.5% |
| 6M | -23.2% | +14.6% | -37.8% | -28.3% |
| YTD | -25.5% | +42.2% | -67.7% | -36.9% |
| 1Y | -4.8% | +47.3% | -52.1% | -20.6% |
| 3Y | +281.4% | +73.5% | +207.9% | +187.8% |
| 5Y | +137.8% | +54.1% | +83.7% | +87.8% |
| 10Y | +135.5% | +409.0% | -273.5% | +35.9% |
| All | +135.5% | +416.0% | -280.5% | +35.9% |
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 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