+5,648.5%
NSC vs HUBB
+146,787.3%
-141,138.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -3.5% | +1.2% | -4.7% | -3.6% |
| 30D | +3.9% | -6.4% | +10.4% | +4.0% |
| 3M | -0.8% | -14.4% | +13.6% | -0.6% |
| 6M | +7.1% | -9.0% | +16.1% | +7.2% |
| YTD | +16.4% | +0.7% | +15.7% | +16.4% |
| 1Y | +16.9% | -0.3% | +17.2% | +16.8% |
| 3Y | +78.4% | +59.2% | +19.2% | +77.2% |
| 5Y | +33.1% | +130.2% | -97.1% | +31.6% |
| 10Y | +299.9% | +391.8% | -91.9% | +292.7% |
| All | +5,648.5% | +146,787.3% | -141,138.8% | +5,696.6% |
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