+514.9%
HAL vs NSC
+5,836.8%
-5,321.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | +2.6% | +1.6% | +1.0% | +1.7% |
| 30D | -0.1% | +4.2% | -4.3% | -2.5% |
| 3M | -1.1% | -0.2% | -0.9% | -1.4% |
| 6M | -20.7% | +7.6% | -28.3% | -24.5% |
| YTD | +17.5% | +17.4% | +0.2% | +6.3% |
| 1Y | +24.1% | +18.3% | +5.8% | +11.7% |
| 3Y | -8.4% | +79.8% | -88.2% | -35.1% |
| 5Y | +53.2% | +34.3% | +18.9% | +25.8% |
| 10Y | -17.2% | +303.1% | -320.3% | -58.2% |
| All | +514.9% | +5,836.8% | -5,321.9% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling