+248.6%
HD vs NSC
+296.2%
-47.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.9% |
| 7D | +1.5% | +2.5% | -1.0% | +0.3% |
| 30D | +18.0% | +1.7% | +16.3% | +17.1% |
| 3M | +2.8% | -2.6% | +5.3% | +4.1% |
| 6M | +17.0% | +6.4% | +10.5% | +12.9% |
| YTD | +3.5% | +15.5% | -12.0% | -4.3% |
| 1Y | -2.6% | +17.6% | -20.2% | -10.7% |
| 3Y | +30.7% | +75.0% | -44.2% | -4.7% |
| 5Y | +6.2% | +32.2% | -26.0% | -11.6% |
| All | +248.6% | +296.2% | -47.7% | +85.2% |
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