-66.4%
HUBS vs NSC
+42.7%
-109.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -9.0% | -2.8% | -6.2% | -7.9% |
| 30D | +7.2% | -4.5% | +11.8% | +9.4% |
| 3M | +20.9% | +3.5% | +17.3% | +18.4% |
| 6M | -13.0% | +8.5% | -21.6% | -17.4% |
| YTD | -43.8% | +12.3% | -56.2% | -48.0% |
| 1Y | -54.6% | +18.9% | -73.6% | -59.3% |
| 3Y | -58.5% | +74.1% | -132.6% | -71.3% |
| All | -66.4% | +42.7% | -109.0% | -72.6% |
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