+24.4%
NSC vs HBM
+205.9%
-181.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.0% |
| 7D | -6.6% | -3.6% | -3.0% | -6.2% |
| 30D | +2.2% | -19.2% | +21.3% | +4.6% |
| 3M | -6.2% | -20.5% | +14.3% | -4.0% |
| 6M | +1.7% | -12.8% | +14.5% | +1.7% |
| YTD | +12.2% | +5.4% | +6.8% | +7.7% |
| 1Y | +15.4% | +33.0% | -17.5% | +6.6% |
| 3Y | +73.3% | +357.3% | -284.0% | +23.4% |
| All | +24.4% | +205.9% | -181.5% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling