+335.7%
NSC vs HUBB
+427.3%
-91.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.6% |
| 30D | -3.2% | -9.6% | +6.4% | +1.5% |
| 3M | +3.9% | -6.2% | +10.1% | +6.0% |
| 6M | +7.8% | -6.2% | +13.9% | +8.9% |
| YTD | +13.4% | +3.4% | +10.1% | +8.3% |
| 1Y | +20.3% | +5.3% | +15.0% | +12.8% |
| 3Y | +76.1% | +44.4% | +31.7% | +32.2% |
| 5Y | +45.0% | +152.4% | -107.4% | -26.2% |
| 10Y | +335.7% | +437.0% | -101.3% | +30.6% |
| All | +335.7% | +427.3% | -91.6% | +30.6% |
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