+250.7%
HOOD vs CSX
+65.3%
+185.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.7% |
| 7D | +17.1% | -3.4% | +20.5% | +20.2% |
| 30D | +31.6% | -3.1% | +34.7% | +34.9% |
| 3M | +38.2% | +7.2% | +31.1% | +29.7% |
| 6M | +48.5% | +16.2% | +32.4% | +29.3% |
| YTD | +8.0% | +37.5% | -29.6% | -18.5% |
| 1Y | +18.7% | +53.2% | -34.6% | -17.8% |
| 3Y | +999.1% | +68.2% | +930.9% | +596.8% |
| 5Y | +181.7% | +65.2% | +116.5% | +81.1% |
| All | +250.7% | +65.3% | +185.4% | +144.1% |
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