+7.4%
HAL vs NSC
+324.0%
-316.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +2.0% |
| 7D | -1.3% | -2.0% | +0.7% | +0.2% |
| 30D | +10.9% | -3.2% | +14.1% | +13.4% |
| 3M | -5.8% | +3.9% | -9.8% | -9.3% |
| 6M | +8.1% | +7.8% | +0.3% | 0.0% |
| YTD | +33.2% | +13.4% | +19.8% | +17.9% |
| 1Y | +74.2% | +20.3% | +53.9% | +46.7% |
| 3Y | -3.7% | +76.1% | -79.8% | -43.8% |
| 5Y | +111.9% | +45.0% | +66.9% | +41.4% |
| 10Y | +7.4% | +335.7% | -328.3% | -60.8% |
| All | +7.4% | +324.0% | -316.6% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling