+575.2%
HLT vs NSC
+332.1%
+243.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -1.6% | -2.8% | +1.2% | -0.3% |
| 30D | -5.0% | -4.5% | -0.5% | -3.0% |
| 3M | -10.4% | +3.5% | -13.9% | -12.3% |
| 6M | +3.2% | +8.5% | -5.3% | -1.5% |
| YTD | +6.7% | +12.3% | -5.6% | +0.1% |
| 1Y | +10.3% | +18.9% | -8.7% | +0.5% |
| 3Y | +99.3% | +74.1% | +25.2% | +46.1% |
| 5Y | +143.7% | +43.9% | +99.8% | +94.2% |
| All | +575.2% | +332.1% | +243.2% | +248.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling