+47.4%
NSC vs HRB
+126.2%
-78.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.1% |
| 7D | -5.5% | -5.7% | +0.2% | -4.8% |
| 30D | -3.2% | +7.9% | -11.1% | -4.5% |
| 3M | +7.7% | +32.1% | -24.5% | +2.8% |
| 6M | +4.5% | +62.2% | -57.7% | -4.0% |
| YTD | +15.6% | +16.4% | -0.8% | +13.1% |
| 1Y | +19.8% | -0.3% | +20.1% | +20.9% |
| 3Y | +70.1% | +36.0% | +34.1% | +56.9% |
| All | +47.4% | +126.2% | -78.8% | +22.9% |
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