-19.8%
HD vs NSC
+20.4%
-40.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -2.1% | -5.5% | +3.5% | +0.1% |
| 30D | -8.4% | -3.2% | -5.2% | -7.3% |
| 3M | +4.3% | +7.7% | -3.3% | +0.8% |
| 6M | -11.1% | +4.5% | -15.7% | -13.2% |
| YTD | -4.7% | +15.6% | -20.2% | -12.3% |
| 1Y | -19.8% | +19.8% | -39.6% | -27.1% |
| All | -19.8% | +20.4% | -40.2% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling