+398.8%
HL vs NSC
+75.0%
+323.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -5.6% | -1.4% | -4.2% | -5.2% |
| 30D | +12.7% | -3.4% | +16.1% | +14.0% |
| 3M | +42.5% | +5.1% | +37.5% | +40.0% |
| 6M | -9.0% | +9.2% | -18.2% | -12.4% |
| YTD | +4.4% | +13.4% | -9.0% | -0.9% |
| 1Y | +82.7% | +20.8% | +61.9% | +69.6% |
| All | +398.8% | +75.0% | +323.8% | +253.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling