+1,773.8%
HWM vs NSC
+332.1%
+1,441.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -2.1% | -5.5% | +3.4% | +1.7% |
| 30D | -11.0% | -3.2% | -7.8% | -9.2% |
| 3M | +4.0% | +7.7% | -3.6% | -1.8% |
| 6M | -0.2% | +4.5% | -4.7% | -4.4% |
| YTD | +26.7% | +15.6% | +11.1% | +12.6% |
| 1Y | +44.7% | +19.8% | +24.9% | +25.2% |
| 3Y | +426.1% | +70.1% | +356.0% | +232.2% |
| 5Y | +738.5% | +46.1% | +692.4% | +473.9% |
| All | +1,773.8% | +332.1% | +1,441.7% | +529.2% |
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