+33,321.4%
HD vs NSC
+5,599.8%
+27,721.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.9% |
| 7D | +4.3% | -6.2% | +10.6% | +7.1% |
| 30D | +20.2% | +2.6% | +17.6% | +19.0% |
| 3M | -1.0% | -5.8% | +4.8% | +1.4% |
| 6M | +7.9% | +2.1% | +5.8% | +6.7% |
| YTD | +2.0% | +12.7% | -10.7% | -3.3% |
| 1Y | -4.3% | +15.9% | -20.2% | -10.2% |
| 3Y | +25.9% | +74.0% | -48.1% | -1.5% |
| 5Y | +5.8% | +25.2% | -19.4% | -6.3% |
| 10Y | +262.5% | +326.2% | -63.7% | +93.7% |
| All | +33,321.4% | +5,599.8% | +27,721.5% | +4,280.6% |
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