+298.3%
NSC vs HBM
+301.8%
-3.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.2% |
| 7D | -3.4% | +2.4% | -5.8% | -3.9% |
| 30D | +3.6% | -16.0% | +19.6% | +6.2% |
| 3M | -1.4% | -21.3% | +19.9% | +1.9% |
| 6M | +6.0% | -12.2% | +18.2% | +5.9% |
| YTD | +15.5% | +10.7% | +4.8% | +9.2% |
| 1Y | +16.2% | +30.3% | -14.1% | +6.5% |
| 3Y | +76.9% | +432.2% | -355.3% | +18.9% |
| 5Y | +29.3% | +218.8% | -189.5% | -8.9% |
| 10Y | +298.3% | +281.4% | +16.9% | +118.6% |
| All | +298.3% | +301.8% | -3.5% | +118.6% |
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