+75.4%
NSC vs ALHC
+17.4%
+57.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.4% |
| 7D | -6.2% | +1.0% | -7.2% | -6.2% |
| 30D | +2.6% | -14.2% | +16.7% | +2.7% |
| 3M | -5.8% | -45.1% | +39.3% | -5.4% |
| 6M | +2.1% | -59.5% | +61.6% | +2.7% |
| YTD | +12.7% | -62.8% | +75.5% | +13.3% |
| 1Y | +15.9% | -55.5% | +71.4% | +16.2% |
| All | +75.4% | +17.4% | +57.9% | +80.7% |
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