+340.8%
HPE vs NSC
+44.4%
+296.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | +1.4% | -1.4% | +2.8% | +2.1% |
| 30D | +1.5% | -3.4% | +4.9% | +3.1% |
| 3M | +21.7% | +5.1% | +16.7% | +17.8% |
| 6M | +164.2% | +9.2% | +155.0% | +148.4% |
| YTD | +132.1% | +13.4% | +118.6% | +113.7% |
| 1Y | +130.6% | +20.8% | +109.9% | +105.0% |
| 3Y | +244.1% | +76.1% | +168.0% | +139.7% |
| 5Y | +340.8% | +45.3% | +295.5% | +240.2% |
| All | +340.8% | +44.4% | +296.5% | +240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling