+72.8%
HCA vs NSC
+42.7%
+30.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +5.4% | -2.8% | +8.2% | +6.5% |
| 30D | +3.0% | -4.5% | +7.5% | +4.7% |
| 3M | +13.0% | +3.5% | +9.5% | +11.2% |
| 6M | -20.3% | +8.5% | -28.8% | -23.1% |
| YTD | -8.2% | +12.3% | -20.6% | -12.7% |
| 1Y | +6.7% | +18.9% | -12.2% | -0.9% |
| 3Y | +60.4% | +74.1% | -13.8% | +19.2% |
| All | +72.8% | +42.7% | +30.1% | +46.1% |
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