+291.1%
NSC vs HRB
+226.2%
+64.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +1.6% | -7.8% | +9.4% | +3.6% |
| 30D | +4.2% | +15.7% | -11.5% | +0.4% |
| 3M | -0.2% | -5.5% | +5.3% | +0.7% |
| 6M | +7.6% | +41.1% | -33.6% | -2.8% |
| YTD | +17.4% | +20.4% | -3.0% | +9.4% |
| 1Y | +18.3% | +15.2% | +3.0% | +11.5% |
| 3Y | +79.8% | +24.3% | +55.5% | +61.4% |
| 5Y | +34.3% | +144.7% | -110.4% | -5.2% |
| All | +291.1% | +226.2% | +64.9% | +142.2% |
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