+243.3%
HL vs CSX
+66.7%
+176.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.7% |
| 7D | +7.1% | +0.6% | +6.4% | +6.7% |
| 30D | +21.4% | -2.3% | +23.7% | +22.9% |
| 3M | +37.4% | +4.3% | +33.1% | +34.5% |
| 6M | +0.4% | +23.4% | -23.0% | -10.0% |
| YTD | +6.7% | +36.4% | -29.7% | -8.5% |
| 1Y | +102.4% | +53.0% | +49.3% | +63.9% |
| 3Y | +417.4% | +70.6% | +346.8% | +278.5% |
| 5Y | +243.3% | +65.5% | +177.9% | +149.2% |
| All | +243.3% | +66.7% | +176.6% | +149.2% |
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