+125.1%
HOOD vs CSX
+70.0%
+55.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.3% | -8.0% | -8.6% |
| 7D | -14.4% | -2.7% | -11.7% | -12.6% |
| 30D | -30.0% | +7.0% | -37.0% | -33.7% |
| 3M | -15.5% | -0.3% | -15.2% | -15.6% |
| 6M | +1.8% | +13.5% | -11.8% | -9.5% |
| YTD | -30.7% | +41.5% | -72.2% | -49.0% |
| 1Y | -45.0% | +45.8% | -90.7% | -60.4% |
| 3Y | +709.0% | +74.4% | +634.6% | +397.3% |
| 5Y | +111.8% | +53.6% | +58.2% | +34.4% |
| All | +125.1% | +70.0% | +55.1% | +52.7% |
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