+47.4%
NSC vs HBM
+349.4%
-301.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -5.5% | -6.4% | +0.8% | -4.8% |
| 30D | -3.2% | +5.9% | -9.1% | -4.0% |
| 3M | +7.7% | -8.9% | +16.6% | +8.2% |
| 6M | +4.5% | +10.7% | -6.1% | +1.5% |
| YTD | +15.6% | +38.3% | -22.7% | +7.8% |
| 1Y | +19.8% | +121.3% | -101.5% | +3.3% |
| 3Y | +70.1% | +450.6% | -380.5% | +20.4% |
| All | +47.4% | +349.4% | -301.9% | +5.6% |
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 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