+495.9%
HPE vs CSX
+487.8%
+8.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.6% | +8.2% |
| 7D | +10.1% | +0.6% | +9.5% | +9.7% |
| 30D | +5.3% | -2.3% | +7.5% | +6.5% |
| 3M | +12.7% | +4.3% | +8.4% | +9.6% |
| 6M | +167.7% | +23.4% | +144.3% | +136.1% |
| YTD | +135.5% | +36.4% | +99.0% | +96.6% |
| 1Y | +143.4% | +53.0% | +90.4% | +90.5% |
| 3Y | +249.2% | +70.6% | +178.5% | +153.5% |
| 5Y | +343.8% | +65.5% | +278.4% | +223.4% |
| 10Y | +495.9% | +482.4% | +13.5% | +202.2% |
| All | +495.9% | +487.8% | +8.0% | +202.2% |
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 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