+35.0%
NSC vs ALHC
-61.4%
+96.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +1.7% | -10.6% | +12.3% | +2.0% |
| 3M | -2.6% | -45.3% | +42.8% | -0.8% |
| 6M | +6.4% | -59.7% | +66.1% | +9.0% |
| YTD | +15.5% | -62.7% | +78.2% | +18.3% |
| 1Y | +17.6% | -56.1% | +73.7% | +19.6% |
| 3Y | +75.0% | +21.3% | +53.7% | +66.6% |
| 5Y | +32.2% | -66.0% | +98.1% | +26.8% |
| All | +35.0% | -61.4% | +96.4% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling