+31,139.8%
HD vs NSC
+5,745.4%
+25,394.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -2.1% | -5.5% | +3.5% | +0.2% |
| 30D | -8.4% | -3.2% | -5.2% | -7.2% |
| 3M | +4.3% | +7.7% | -3.3% | +1.1% |
| 6M | -11.1% | +4.5% | -15.7% | -13.1% |
| YTD | -4.7% | +15.6% | -20.2% | -10.6% |
| 1Y | -19.8% | +19.8% | -39.6% | -25.9% |
| 3Y | +4.1% | +70.1% | -66.0% | -18.0% |
| 5Y | +10.3% | +46.1% | -35.8% | -8.3% |
| 10Y | +203.2% | +328.1% | -124.9% | +61.4% |
| All | +31,139.8% | +5,745.4% | +25,394.4% | +3,951.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling