+78.6%
NSC vs ALHC
+16.3%
+62.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | -5.4% | +3.9% | -9.2% | -5.4% |
| 30D | +2.9% | -3.6% | +6.6% | +3.0% |
| 3M | -2.2% | -49.4% | +47.3% | -1.6% |
| 6M | +5.3% | -59.5% | +64.7% | +5.9% |
| YTD | +14.8% | -63.2% | +77.9% | +15.4% |
| 1Y | +16.6% | -55.5% | +72.0% | +16.9% |
| 3Y | +78.6% | +23.0% | +55.6% | +84.0% |
| All | +78.6% | +16.3% | +62.3% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling