+2.7%
HL vs CSX
+45.3%
-42.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.8% | +3.3% |
| 7D | +13.8% | -2.2% | +16.0% | +15.0% |
| 30D | -9.7% | +6.8% | -16.5% | -12.3% |
| 3M | -8.5% | +0.7% | -9.2% | -8.4% |
| 6M | -17.2% | +13.3% | -30.4% | -23.2% |
| YTD | -19.6% | +40.5% | -60.2% | -31.7% |
| All | +2.7% | +45.3% | -42.6% | -17.7% |
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