+3,196.3%
HPQ vs NSC
+5,582.3%
-2,386.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.9% | +9.3% | +8.8% |
| 7D | +9.8% | -2.8% | +12.5% | +11.0% |
| 30D | +22.4% | -4.5% | +26.9% | +24.5% |
| 3M | +45.2% | +3.5% | +41.6% | +42.5% |
| 6M | +96.4% | +8.5% | +87.9% | +88.4% |
| YTD | +65.4% | +12.3% | +53.0% | +56.2% |
| 1Y | +31.6% | +18.9% | +12.6% | +21.4% |
| 3Y | +37.0% | +74.1% | -37.1% | +6.7% |
| 5Y | +53.0% | +43.9% | +9.1% | +28.7% |
| 10Y | +257.2% | +331.6% | -74.4% | +98.2% |
| All | +3,196.3% | +5,582.3% | -2,386.1% | +437.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling