+60.4%
HL vs NSC
+5,636.1%
-5,575.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.4% |
| 7D | +0.4% | -2.0% | +2.4% | +1.0% |
| 30D | +18.8% | -3.2% | +22.0% | +20.1% |
| 3M | +43.7% | +3.9% | +39.8% | +41.7% |
| 6M | -1.0% | +7.8% | -8.8% | -4.1% |
| YTD | +8.7% | +13.4% | -4.7% | +3.6% |
| 1Y | +105.0% | +20.3% | +84.7% | +91.5% |
| 3Y | +427.3% | +76.1% | +351.2% | +327.8% |
| 5Y | +249.3% | +45.0% | +204.3% | +201.1% |
| 10Y | +284.2% | +335.7% | -51.6% | +129.9% |
| All | +60.4% | +5,636.1% | -5,575.7% | -9.0% |
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