+534.0%
HAL vs NSC
+5,741.3%
-5,207.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.0% |
| 7D | +6.1% | +2.5% | +3.6% | +4.7% |
| 30D | +2.9% | +1.7% | +1.2% | +1.7% |
| 3M | +3.3% | -2.6% | +5.9% | +4.3% |
| 6M | -16.9% | +6.4% | -23.3% | -20.4% |
| YTD | +21.2% | +15.5% | +5.7% | +10.5% |
| 1Y | +27.5% | +17.6% | +10.0% | +15.2% |
| 3Y | -6.4% | +75.0% | -81.4% | -32.7% |
| 5Y | +58.0% | +32.2% | +25.8% | +30.7% |
| 10Y | -14.6% | +296.6% | -311.2% | -56.5% |
| All | +534.0% | +5,741.3% | -5,207.3% | +10.5% |
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