+193.0%
HOOD vs NSC
+46.6%
+146.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | +13.4% | -1.5% | +14.9% | +14.4% |
| 30D | +25.8% | -1.9% | +27.7% | +27.3% |
| 3M | +38.0% | +6.2% | +31.8% | +31.3% |
| 6M | +52.2% | +9.2% | +43.0% | +40.2% |
| YTD | +3.7% | +15.0% | -11.3% | -8.6% |
| 1Y | +0.1% | +21.1% | -21.0% | -15.2% |
| 3Y | +992.6% | +78.6% | +914.0% | +594.2% |
| 5Y | +193.0% | +45.9% | +147.1% | +106.3% |
| All | +193.0% | +46.6% | +146.4% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling