+298.8%
HPE vs CSX
+65.9%
+232.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.3% | -5.0% |
| 7D | -0.6% | -3.4% | +2.8% | +1.3% |
| 30D | -2.3% | -3.1% | +0.8% | -0.6% |
| 3M | -2.9% | +7.2% | -10.0% | -7.2% |
| 6M | +143.6% | +16.2% | +127.4% | +120.7% |
| YTD | +118.5% | +37.5% | +81.0% | +79.2% |
| 1Y | +129.2% | +53.2% | +76.0% | +76.0% |
| 3Y | +212.5% | +68.2% | +144.3% | +120.2% |
| All | +298.8% | +65.9% | +232.9% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling