+326.9%
NSC vs HBM
+599.4%
-272.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -1.4% |
| 7D | -1.5% | +7.4% | -8.9% | -2.7% |
| 30D | -1.9% | +5.1% | -7.0% | -2.9% |
| 3M | +6.2% | +11.1% | -4.9% | +3.4% |
| 6M | +9.2% | +30.2% | -21.0% | +2.1% |
| YTD | +15.0% | +46.2% | -31.2% | +4.4% |
| 1Y | +21.1% | +120.0% | -99.0% | +1.2% |
| 3Y | +78.6% | +527.4% | -448.8% | +17.2% |
| 5Y | +45.9% | +400.4% | -354.5% | -5.3% |
| 10Y | +326.9% | +621.5% | -294.7% | +99.8% |
| All | +326.9% | +599.4% | -272.6% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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