+326.9%
NSC vs BHP
+509.4%
-182.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.2% |
| 7D | -1.5% | +1.3% | -2.8% | -2.0% |
| 30D | -1.9% | +4.0% | -5.9% | -3.6% |
| 3M | +6.2% | +12.3% | -6.1% | +0.5% |
| 6M | +9.2% | +30.8% | -21.6% | -4.1% |
| YTD | +15.0% | +58.8% | -43.7% | -7.7% |
| 1Y | +21.1% | +76.8% | -55.8% | -7.8% |
| 3Y | +78.6% | +87.5% | -8.9% | +28.7% |
| 5Y | +45.9% | +123.9% | -78.0% | -8.8% |
| 10Y | +326.9% | +504.4% | -177.5% | +60.2% |
| All | +326.9% | +509.4% | -182.6% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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