+210.2%
HD vs NSC
+324.0%
-113.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -1.8% | -2.0% | +0.2% | -0.8% |
| 30D | -10.8% | -3.2% | -7.7% | -9.4% |
| 3M | -2.7% | +3.9% | -6.6% | -4.8% |
| 6M | -10.3% | +7.8% | -18.1% | -14.1% |
| YTD | -7.8% | +13.4% | -21.2% | -14.0% |
| 1Y | -23.1% | +20.3% | -43.5% | -30.4% |
| 3Y | +2.0% | +76.1% | -74.1% | -26.0% |
| 5Y | +6.2% | +45.0% | -38.8% | -15.9% |
| 10Y | +210.2% | +335.7% | -125.6% | +50.4% |
| All | +210.2% | +324.0% | -113.8% | +50.4% |
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