+105.0%
HL vs CSX
+51.3%
+53.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.4% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +18.8% | -3.2% | +22.1% | +20.6% |
| 3M | +43.7% | +2.6% | +41.1% | +41.6% |
| 6M | -1.0% | +19.8% | -20.9% | -11.6% |
| YTD | +8.7% | +34.7% | -25.9% | -1.8% |
| 1Y | +105.0% | +52.1% | +52.9% | +87.9% |
| All | +105.0% | +51.3% | +53.7% | +87.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling