+77.6%
HL vs NSC
+19.9%
+57.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -4.4% | -2.8% | -1.6% | -3.9% |
| 30D | +9.3% | -4.5% | +13.8% | +10.3% |
| 3M | +32.0% | +3.5% | +28.4% | +30.7% |
| 6M | -6.4% | +8.5% | -15.0% | -10.5% |
| YTD | +3.1% | +12.3% | -9.2% | -2.1% |
| 1Y | +77.6% | +18.9% | +58.6% | +57.1% |
| All | +77.6% | +19.9% | +57.7% | +57.1% |
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