+365.4%
HPE vs CSX
+436.1%
-70.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +4.7% |
| 7D | -7.1% | -2.2% | -4.9% | -6.1% |
| 30D | -35.3% | +6.8% | -42.1% | -37.8% |
| 3M | -10.4% | +0.7% | -11.1% | -11.4% |
| 6M | +52.5% | +13.3% | +39.2% | +40.6% |
| YTD | +100.3% | +40.5% | +59.8% | +63.3% |
| 1Y | +106.4% | +44.7% | +61.7% | +65.8% |
| 3Y | +227.4% | +74.5% | +152.9% | +133.2% |
| 5Y | +250.6% | +52.0% | +198.6% | +165.5% |
| 10Y | +365.4% | +412.6% | -47.3% | +160.8% |
| All | +365.4% | +436.1% | -70.7% | +160.8% |
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