+563.1%
HPE vs NSC
+332.1%
+231.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.9% | +13.4% | +13.0% |
| 7D | +19.4% | -2.8% | +22.2% | +21.2% |
| 30D | +5.6% | -4.5% | +10.1% | +8.1% |
| 3M | +33.1% | +3.5% | +29.5% | +29.2% |
| 6M | +192.5% | +8.5% | +183.9% | +173.9% |
| YTD | +160.9% | +12.3% | +148.6% | +139.4% |
| 1Y | +155.0% | +18.9% | +136.0% | +125.8% |
| 3Y | +289.4% | +74.1% | +215.3% | +165.3% |
| 5Y | +395.7% | +43.9% | +351.7% | +274.0% |
| All | +563.1% | +332.1% | +231.0% | +193.0% |
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 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