+133.9%
HL vs NSC
+20.4%
+113.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +1.5% | -5.5% | +7.0% | +2.3% |
| 30D | +25.1% | -3.2% | +28.3% | +25.6% |
| 3M | +22.9% | +7.7% | +15.2% | +21.3% |
| 6M | -4.9% | +4.5% | -9.4% | -6.4% |
| YTD | +7.8% | +15.6% | -7.7% | +3.3% |
| 1Y | +133.9% | +19.8% | +114.0% | +139.5% |
| All | +133.9% | +20.4% | +113.5% | +139.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling