+132.4%
HOOD vs CSX
+64.3%
+68.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.4% | +6.6% | +5.6% |
| 7D | -4.8% | -5.5% | +0.7% | -0.8% |
| 30D | -26.1% | +4.9% | -31.1% | -29.1% |
| 3M | -10.8% | -2.9% | -8.0% | -9.4% |
| 6M | +2.4% | +8.3% | -6.0% | -5.9% |
| YTD | -28.5% | +36.7% | -65.2% | -46.2% |
| 1Y | -36.3% | +41.5% | -77.8% | -53.3% |
| 3Y | +743.7% | +68.6% | +675.1% | +430.5% |
| 5Y | +118.6% | +48.4% | +70.2% | +42.0% |
| All | +132.4% | +64.3% | +68.1% | +61.3% |
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