+116.4%
HPE vs NSC
+24.4%
+92.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -5.6% |
| 7D | -17.0% | +1.8% | -18.8% | -17.0% |
| 30D | -26.7% | +8.8% | -35.6% | -26.9% |
| 3M | -4.1% | +1.2% | -5.4% | -3.7% |
| 6M | +75.4% | +11.3% | +64.1% | +72.3% |
| YTD | +111.0% | +20.7% | +90.3% | +100.3% |
| 1Y | +116.4% | +23.4% | +93.0% | +98.4% |
| All | +116.4% | +24.4% | +92.1% | +98.4% |
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