+298.3%
NSC vs HUBB
+389.2%
-90.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | -3.4% | -2.6% | -0.9% | -2.3% |
| 30D | +3.6% | -7.7% | +11.3% | +7.1% |
| 3M | -1.4% | -13.0% | +11.6% | +4.5% |
| 6M | +6.0% | -10.6% | +16.5% | +9.7% |
| YTD | +15.5% | -0.6% | +16.1% | +11.6% |
| 1Y | +16.2% | -4.1% | +20.4% | +14.2% |
| 3Y | +76.9% | +57.2% | +19.8% | +25.6% |
| 5Y | +29.3% | +127.2% | -97.8% | -30.2% |
| 10Y | +298.3% | +386.2% | -87.9% | +25.3% |
| All | +298.3% | +389.2% | -90.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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