+7.4%
HD vs NSC
+46.6%
-39.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -1.2% | -1.5% | +0.3% | -0.5% |
| 30D | -11.1% | -1.9% | -9.2% | -10.4% |
| 3M | +2.0% | +6.2% | -4.2% | -1.0% |
| 6M | -10.5% | +9.2% | -19.6% | -14.5% |
| YTD | -6.9% | +15.0% | -21.9% | -13.2% |
| 1Y | -23.2% | +21.1% | -44.3% | -30.1% |
| 3Y | +3.1% | +78.6% | -75.5% | -25.0% |
| 5Y | +7.4% | +45.9% | -38.5% | -11.0% |
| All | +7.4% | +46.6% | -39.2% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling