+139.3%
HOOD vs CSX
+68.9%
+70.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +1.0% |
| 7D | -0.6% | -2.2% | +1.6% | +1.0% |
| 30D | -23.6% | +6.8% | -30.4% | -27.6% |
| 3M | -10.7% | +0.7% | -11.4% | -11.6% |
| 6M | +8.2% | +13.3% | -5.1% | -3.8% |
| YTD | -26.3% | +40.5% | -66.9% | -45.6% |
| 1Y | -36.1% | +44.7% | -80.8% | -53.8% |
| 3Y | +950.7% | +74.5% | +876.2% | +544.5% |
| 5Y | +127.0% | +52.0% | +75.0% | +44.1% |
| All | +139.3% | +68.9% | +70.4% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling