+151.8%
HPE vs CSX
+51.3%
+100.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.6% |
| 7D | +13.6% | -0.6% | +14.2% | +13.8% |
| 30D | +7.7% | -3.2% | +10.9% | +9.0% |
| 3M | +22.4% | +2.6% | +19.8% | +20.5% |
| 6M | +172.6% | +19.8% | +152.8% | +143.1% |
| YTD | +147.5% | +34.7% | +112.9% | +105.2% |
| 1Y | +151.8% | +52.1% | +99.6% | +104.1% |
| All | +151.8% | +51.3% | +100.4% | +104.1% |
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 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