+5,446.2%
NSC vs HUBB
+152,391.5%
-146,945.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -4.5% | -10.0% | +5.4% | -4.4% |
| 3M | +3.5% | -1.6% | +5.1% | +3.5% |
| 6M | +8.5% | -3.1% | +11.6% | +8.5% |
| YTD | +12.3% | +4.6% | +7.8% | +12.2% |
| 1Y | +18.9% | +3.3% | +15.6% | +18.8% |
| 3Y | +74.1% | +46.6% | +27.6% | +73.2% |
| 5Y | +43.9% | +158.7% | -114.8% | +42.2% |
| 10Y | +331.6% | +443.5% | -111.8% | +323.5% |
| All | +5,446.2% | +152,391.5% | -146,945.3% | +5,490.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling