+155.0%
HPE vs NSC
+19.9%
+135.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.9% | +13.4% | +12.5% |
| 7D | +19.4% | -2.8% | +22.2% | +19.8% |
| 30D | +5.6% | -4.5% | +10.1% | +6.3% |
| 3M | +33.1% | +3.5% | +29.5% | +31.4% |
| 6M | +192.5% | +8.5% | +183.9% | +180.7% |
| YTD | +160.9% | +12.3% | +148.6% | +145.7% |
| 1Y | +155.0% | +18.9% | +136.0% | +142.6% |
| All | +155.0% | +19.9% | +135.1% | +142.6% |
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