+59.1%
HL vs CSX
+10,217.9%
-10,158.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +1.5% | -3.4% | +4.9% | +2.6% |
| 30D | +25.1% | -3.1% | +28.1% | +26.4% |
| 3M | +22.9% | +7.2% | +15.7% | +20.0% |
| 6M | -4.9% | +16.2% | -21.1% | -9.8% |
| YTD | +7.8% | +37.5% | -29.7% | -3.2% |
| 1Y | +133.9% | +53.2% | +80.7% | +102.4% |
| 3Y | +380.9% | +68.2% | +312.7% | +298.7% |
| 5Y | +230.2% | +65.2% | +165.0% | +175.0% |
| 10Y | +265.6% | +504.1% | -238.6% | +100.4% |
| All | +59.1% | +10,217.9% | -10,158.8% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling