+24.4%
NSC vs ALHC
-64.2%
+88.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.7% |
| 7D | -6.6% | +1.0% | -7.6% | -6.7% |
| 30D | +2.2% | -14.2% | +16.3% | +2.6% |
| 3M | -6.2% | -45.1% | +38.9% | -4.4% |
| 6M | +1.7% | -59.5% | +61.2% | +4.4% |
| YTD | +12.2% | -62.8% | +75.1% | +15.3% |
| 1Y | +15.4% | -55.5% | +70.9% | +17.5% |
| 3Y | +73.3% | +25.7% | +47.6% | +62.9% |
| All | +24.4% | -64.2% | +88.6% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling