+37.0%
HPQ vs NSC
+73.4%
-36.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.9% | +9.3% | +8.7% |
| 7D | +9.8% | -2.8% | +12.5% | +10.8% |
| 30D | +22.4% | -4.5% | +26.9% | +24.3% |
| 3M | +45.2% | +3.5% | +41.6% | +42.3% |
| 6M | +96.4% | +8.5% | +87.9% | +88.0% |
| YTD | +65.4% | +12.3% | +53.0% | +55.8% |
| 1Y | +31.6% | +18.9% | +12.6% | +20.8% |
| 3Y | +37.0% | +74.1% | -37.1% | +10.8% |
| All | +37.0% | +73.4% | -36.3% | +10.8% |
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