+109.7%
HAL vs NSC
+46.6%
+63.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | +0.5% | -1.5% | +2.0% | +1.3% |
| 30D | +15.9% | -1.9% | +17.9% | +16.9% |
| 3M | -8.7% | +6.2% | -14.9% | -12.1% |
| 6M | +9.0% | +9.2% | -0.1% | +2.6% |
| YTD | +32.0% | +15.0% | +17.0% | +20.1% |
| 1Y | +72.5% | +21.1% | +51.4% | +52.0% |
| 3Y | -4.5% | +78.6% | -83.1% | -35.8% |
| 5Y | +109.7% | +45.9% | +63.8% | +50.2% |
| All | +109.7% | +46.6% | +63.1% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling