+133.6%
HOOD vs CSX
+70.9%
+62.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -3.2% |
| 7D | -5.1% | +0.7% | -5.8% | -5.6% |
| 30D | -25.4% | +8.1% | -33.5% | -29.9% |
| 3M | -14.0% | +2.2% | -16.1% | -15.7% |
| 6M | +5.6% | +14.6% | -9.0% | -6.9% |
| YTD | -28.1% | +42.2% | -70.3% | -47.4% |
| 1Y | -40.1% | +47.3% | -87.5% | -57.4% |
| 3Y | +888.2% | +73.5% | +814.7% | +508.4% |
| 5Y | +135.8% | +54.1% | +81.7% | +48.6% |
| All | +133.6% | +70.9% | +62.7% | +57.6% |
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