+60.4%
HCA vs NSC
+73.4%
-13.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +5.4% | -2.8% | +8.2% | +6.1% |
| 30D | +3.0% | -4.5% | +7.5% | +4.0% |
| 3M | +13.0% | +3.5% | +9.5% | +11.9% |
| 6M | -20.3% | +8.5% | -28.8% | -21.8% |
| YTD | -8.2% | +12.3% | -20.6% | -10.7% |
| 1Y | +6.7% | +18.9% | -12.2% | +2.5% |
| 3Y | +60.4% | +74.1% | -13.8% | +34.9% |
| All | +60.4% | +73.4% | -13.0% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling