+247.2%
HD vs NSC
+301.1%
-54.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +5.2% | -3.4% | +8.6% | +7.0% |
| 30D | +20.7% | +3.6% | +17.1% | +18.7% |
| 3M | +0.8% | -1.4% | +2.2% | +1.5% |
| 6M | +12.2% | +6.0% | +6.3% | +8.6% |
| YTD | +4.2% | +15.5% | -11.3% | -3.6% |
| 1Y | -2.6% | +16.2% | -18.8% | -10.1% |
| 3Y | +30.0% | +76.9% | -46.9% | -5.7% |
| 5Y | +8.1% | +29.3% | -21.2% | -9.0% |
| 10Y | +247.2% | +298.3% | -51.1% | +88.7% |
| All | +247.2% | +301.1% | -54.0% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling