+149.4%
HL vs CSX
+47.4%
+102.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +3.6% |
| 7D | +8.9% | -5.5% | +14.5% | +11.9% |
| 30D | -10.1% | +4.9% | -15.0% | -12.3% |
| 3M | -7.0% | -2.9% | -4.2% | -5.9% |
| 6M | -18.8% | +8.3% | -27.1% | -22.4% |
| YTD | -23.1% | +36.7% | -59.9% | -34.4% |
| 1Y | +8.9% | +41.5% | -32.6% | -8.5% |
| 3Y | +255.0% | +68.6% | +186.4% | +160.2% |
| All | +149.4% | +47.4% | +102.0% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling