+648.6%
HUBS vs NSC
+282.8%
+365.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -9.0% | -2.8% | -6.2% | -7.7% |
| 30D | +7.2% | -4.5% | +11.8% | +9.8% |
| 3M | +20.9% | +3.5% | +17.3% | +18.1% |
| 6M | -13.0% | +8.5% | -21.6% | -17.9% |
| YTD | -43.8% | +12.3% | -56.2% | -48.4% |
| 1Y | -54.6% | +18.9% | -73.6% | -59.6% |
| 3Y | -58.5% | +74.1% | -132.6% | -70.8% |
| 5Y | -66.4% | +43.9% | -110.3% | -74.0% |
| 10Y | +319.2% | +331.6% | -12.4% | +88.8% |
| All | +648.6% | +282.8% | +365.8% | +242.5% |
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