+129.2%
HPE vs NSC
+20.4%
+108.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | -0.6% | -5.5% | +4.9% | +0.3% |
| 30D | -2.3% | -3.2% | +0.9% | -1.8% |
| 3M | -2.9% | +7.7% | -10.5% | -4.6% |
| 6M | +143.6% | +4.5% | +139.0% | +144.3% |
| YTD | +118.5% | +15.6% | +103.0% | +105.9% |
| 1Y | +129.2% | +19.8% | +109.4% | +118.7% |
| All | +129.2% | +20.4% | +108.8% | +118.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling