+5,596.8%
HON vs NSC
+5,718.1%
-121.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -0.8% | -1.5% | +0.7% | -0.1% |
| 30D | -15.2% | -1.9% | -13.2% | -14.5% |
| 3M | -6.0% | +6.2% | -12.2% | -8.8% |
| 6M | -14.9% | +9.2% | -24.1% | -19.0% |
| YTD | +3.2% | +15.0% | -11.9% | -4.2% |
| 1Y | 0.0% | +21.1% | -21.1% | -9.4% |
| 3Y | +21.5% | +78.6% | -57.1% | -10.8% |
| 5Y | +4.0% | +45.9% | -41.8% | -17.3% |
| 10Y | +138.4% | +326.9% | -188.5% | +11.5% |
| All | +5,596.8% | +5,718.1% | -121.2% | +602.0% |
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