+41.1%
HPQ vs NSC
+44.4%
-3.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | -1.4% | +4.9% | +4.2% |
| 30D | +13.7% | -3.4% | +17.1% | +15.5% |
| 3M | +33.9% | +5.1% | +28.8% | +29.6% |
| 6M | +80.9% | +9.2% | +71.7% | +70.4% |
| YTD | +52.6% | +13.4% | +39.2% | +40.5% |
| 1Y | +21.2% | +20.8% | +0.5% | +7.7% |
| 3Y | +26.9% | +76.1% | -49.2% | -13.2% |
| 5Y | +41.1% | +45.3% | -4.1% | +10.6% |
| All | +41.1% | +44.4% | -3.2% | +10.6% |
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 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