+284.2%
HL vs CSX
+481.1%
-196.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.5% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +18.8% | -3.2% | +22.1% | +20.7% |
| 3M | +43.7% | +2.6% | +41.1% | +41.9% |
| 6M | -1.0% | +19.8% | -20.9% | -9.4% |
| YTD | +8.7% | +34.7% | -25.9% | -5.3% |
| 1Y | +105.0% | +52.1% | +52.9% | +68.7% |
| 3Y | +427.3% | +68.4% | +358.8% | +304.4% |
| 5Y | +249.3% | +65.1% | +184.2% | +168.5% |
| 10Y | +284.2% | +496.7% | -212.5% | +69.5% |
| All | +284.2% | +481.1% | -196.9% | +69.5% |
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