+129.2%
HPE vs CSX
+55.3%
+73.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.3% | -4.8% |
| 7D | -0.6% | -3.4% | +2.8% | +0.7% |
| 30D | -2.3% | -3.1% | +0.8% | -1.1% |
| 3M | -2.9% | +7.2% | -10.0% | -6.1% |
| 6M | +143.6% | +16.2% | +127.4% | +123.8% |
| YTD | +118.5% | +37.5% | +81.0% | +80.6% |
| 1Y | +129.2% | +53.2% | +76.0% | +86.2% |
| All | +129.2% | +55.3% | +73.9% | +86.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling