+122.4%
HL vs CSX
+436.1%
-313.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.8% | +3.3% |
| 7D | +13.8% | -2.2% | +16.0% | +15.1% |
| 30D | -9.7% | +6.8% | -16.5% | -12.5% |
| 3M | -8.5% | +0.7% | -9.2% | -8.9% |
| 6M | -17.2% | +13.3% | -30.4% | -22.2% |
| YTD | -19.6% | +40.5% | -60.2% | -31.4% |
| 1Y | +11.1% | +44.7% | -33.6% | -6.4% |
| 3Y | +299.7% | +74.5% | +225.2% | +201.4% |
| 5Y | +156.5% | +52.0% | +104.5% | +104.2% |
| 10Y | +122.4% | +412.6% | -290.3% | +38.3% |
| All | +122.4% | +436.1% | -313.7% | +38.3% |
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