+768.7%
HBAN vs NSC
+5,636.1%
-4,867.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | 0.0% |
| 7D | -1.5% | -2.0% | +0.6% | -0.4% |
| 30D | -5.5% | -3.2% | -2.3% | -4.0% |
| 3M | -0.2% | +3.9% | -4.2% | -2.6% |
| 6M | +5.2% | +7.8% | -2.6% | +0.3% |
| YTD | -2.3% | +13.4% | -15.7% | -9.4% |
| 1Y | -2.2% | +20.3% | -22.5% | -12.1% |
| 3Y | +73.8% | +76.1% | -2.2% | +26.1% |
| 5Y | +35.2% | +45.0% | -9.8% | +7.7% |
| 10Y | +155.4% | +335.7% | -180.4% | +17.0% |
| All | +768.7% | +5,636.1% | -4,867.4% | +60.9% |
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