+5,605.4%
NSC vs BHP
+7,909.4%
-2,304.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -5.5% | -2.9% | -2.6% | -4.5% |
| 30D | -3.2% | +3.4% | -6.6% | -4.5% |
| 3M | +7.7% | +4.1% | +3.6% | +5.2% |
| 6M | +4.5% | +20.6% | -16.1% | -3.8% |
| YTD | +15.6% | +56.1% | -40.5% | -3.7% |
| 1Y | +19.8% | +69.6% | -49.8% | -3.5% |
| 3Y | +70.1% | +78.8% | -8.7% | +31.6% |
| 5Y | +46.1% | +113.1% | -66.9% | +2.5% |
| 10Y | +328.1% | +505.9% | -177.8% | +100.2% |
| All | +5,605.4% | +7,909.4% | -2,304.0% | +1,160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling