+621.7%
HPE vs CSX
+539.8%
+82.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 6M | +143.6% | +16.2% | +127.4% | +121.8% |
| YTD | +118.5% | +37.5% | +81.0% | +81.2% |
| 1Y | +129.2% | +53.2% | +76.0% | +78.7% |
| 3Y | +212.5% | +68.2% | +144.3% | +127.7% |
| 5Y | +286.9% | +65.2% | +221.7% | +180.9% |
| 10Y | +432.3% | +504.1% | -71.8% | +108.0% |
| All | +621.7% | +539.8% | +82.0% | +168.2% |
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