+24.4%
NSC vs HRB
+145.8%
-121.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -2.2% |
| 7D | -6.6% | +2.7% | -9.3% | -7.0% |
| 30D | +2.2% | +22.1% | -19.9% | -0.7% |
| 3M | -6.2% | +15.7% | -21.9% | -8.5% |
| 6M | +1.7% | +83.3% | -81.7% | -8.3% |
| YTD | +12.2% | +25.0% | -12.8% | +8.7% |
| 1Y | +15.4% | +6.9% | +8.5% | +15.4% |
| 3Y | +73.3% | +39.0% | +34.3% | +59.5% |
| All | +24.4% | +145.8% | -121.5% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling