+1,729.1%
HCA vs NSC
+605.6%
+1,123.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.9% | -1.4% | +4.3% | +3.5% |
| 30D | +2.4% | -3.4% | +5.8% | +3.9% |
| 3M | +13.0% | +5.1% | +8.0% | +10.2% |
| 6M | -21.4% | +9.2% | -30.6% | -24.9% |
| YTD | -9.5% | +13.4% | -22.9% | -15.1% |
| 1Y | +7.5% | +20.8% | -13.3% | -2.3% |
| 3Y | +57.6% | +76.1% | -18.5% | +15.1% |
| 5Y | +71.1% | +45.3% | +25.8% | +36.4% |
| 10Y | +498.8% | +335.7% | +163.1% | +205.2% |
| All | +1,729.1% | +605.6% | +1,123.5% | +645.0% |
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