+566.9%
HPE vs CSX
+561.4%
+5.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.2% |
| 7D | -9.7% | +0.7% | -10.4% | -10.1% |
| 30D | -34.8% | +8.1% | -42.8% | -37.7% |
| 3M | -12.1% | +2.2% | -14.3% | -13.7% |
| 6M | +53.7% | +14.6% | +39.1% | +40.7% |
| YTD | +101.9% | +42.2% | +59.7% | +63.3% |
| 1Y | +104.3% | +47.3% | +57.0% | +62.2% |
| 3Y | +223.1% | +73.5% | +149.5% | +130.2% |
| 5Y | +249.2% | +54.1% | +195.1% | +162.0% |
| 10Y | +372.4% | +409.0% | -36.5% | +105.2% |
| All | +566.9% | +561.4% | +5.5% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling