+202.7%
HPE vs CSX
+68.4%
+134.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.7% | +2.9% |
| 7D | -18.7% | -5.5% | -13.2% | -16.6% |
| 30D | -37.9% | +4.9% | -42.8% | -39.6% |
| 3M | -14.4% | -2.9% | -11.5% | -13.5% |
| 6M | +48.2% | +8.3% | +39.9% | +40.1% |
| YTD | +88.6% | +36.7% | +51.9% | +54.8% |
| 1Y | +94.8% | +41.5% | +53.3% | +56.8% |
| 3Y | +202.7% | +68.6% | +134.1% | +113.9% |
| All | +202.7% | +68.4% | +134.3% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling