+326.9%
NSC vs HRB
+213.0%
+113.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +1.1% |
| 7D | -1.5% | -9.1% | +7.5% | +0.7% |
| 30D | -1.9% | +0.3% | -2.2% | -2.6% |
| 3M | +6.2% | +23.4% | -17.2% | -0.4% |
| 6M | +9.2% | +45.1% | -35.9% | -3.0% |
| YTD | +15.0% | +8.9% | +6.1% | +10.1% |
| 1Y | +21.1% | -7.9% | +29.0% | +21.3% |
| 3Y | +78.6% | +27.9% | +50.7% | +58.2% |
| 5Y | +45.9% | +108.3% | -62.4% | +7.7% |
| 10Y | +326.9% | +208.4% | +118.4% | +158.5% |
| All | +326.9% | +213.0% | +113.9% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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