+36.3%
HBAN vs NSC
+42.7%
-6.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -1.0% | -2.8% | +1.8% | +0.6% |
| 30D | -5.6% | -4.5% | -1.1% | -3.2% |
| 3M | -1.1% | +3.5% | -4.7% | -3.7% |
| 6M | +9.9% | +8.5% | +1.4% | +3.6% |
| YTD | -0.9% | +12.3% | -13.3% | -8.7% |
| 1Y | -1.4% | +18.9% | -20.3% | -12.2% |
| 3Y | +78.2% | +74.1% | +4.1% | +23.0% |
| All | +36.3% | +42.7% | -6.4% | +0.2% |
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