+248.1%
HD vs NSC
+302.7%
-54.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -0.5% | +1.6% | -2.1% | -1.3% |
| 30D | +18.5% | +4.2% | +14.3% | +16.2% |
| 3M | +2.2% | -0.2% | +2.4% | +2.3% |
| 6M | +13.8% | +7.6% | +6.3% | +9.3% |
| YTD | +3.4% | +17.4% | -14.0% | -5.1% |
| 1Y | -3.5% | +18.3% | -21.8% | -11.8% |
| 3Y | +29.0% | +79.8% | -50.8% | -7.2% |
| 5Y | +6.1% | +34.3% | -28.2% | -12.4% |
| All | +248.1% | +302.7% | -54.6% | +83.5% |
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