+2,539.0%
NSC vs HDB
+3,812.1%
-1,273.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.5% | +0.4% | -5.9% | -5.7% |
| 30D | -3.2% | -2.8% | -0.4% | -2.4% |
| 3M | +7.7% | -3.5% | +11.2% | +8.4% |
| 6M | +4.5% | -24.7% | +29.2% | +13.0% |
| YTD | +15.6% | -36.6% | +52.1% | +31.6% |
| 1Y | +19.8% | -34.4% | +54.2% | +34.8% |
| 3Y | +70.1% | -24.4% | +94.5% | +79.6% |
| 5Y | +46.1% | -35.4% | +81.5% | +59.0% |
| 10Y | +328.1% | +39.5% | +288.5% | +248.2% |
| All | +2,539.0% | +3,812.1% | -1,273.1% | +716.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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