+123.6%
HOOD vs CSX
+74.1%
+49.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.8% |
| 7D | -3.8% | +6.0% | -9.7% | -7.7% |
| 30D | -23.0% | +7.8% | -30.8% | -27.4% |
| 3M | -21.6% | +4.1% | -25.7% | -24.3% |
| 6M | +1.4% | +17.9% | -16.5% | -12.5% |
| YTD | -31.2% | +44.9% | -76.1% | -50.3% |
| 1Y | -35.9% | +51.1% | -87.1% | -55.3% |
| 3Y | +836.9% | +78.3% | +758.7% | +465.8% |
| 5Y | +121.1% | +58.1% | +63.0% | +38.3% |
| All | +123.6% | +74.1% | +49.5% | +48.9% |
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