+269.4%
HPE vs NSC
+75.0%
+194.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.7% |
| 7D | +13.6% | -2.0% | +15.7% | +14.5% |
| 30D | +7.7% | -3.2% | +10.9% | +9.0% |
| 3M | +22.4% | +3.9% | +18.5% | +19.7% |
| 6M | +172.6% | +7.8% | +164.8% | +160.3% |
| YTD | +147.5% | +13.4% | +134.1% | +130.5% |
| 1Y | +151.8% | +20.3% | +131.5% | +127.7% |
| All | +269.4% | +75.0% | +194.4% | +181.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling