+5,565.6%
NSC vs HUBB
+146,154.7%
-140,589.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.8% |
| 7D | -5.4% | +1.8% | -7.2% | -5.4% |
| 30D | +2.9% | -6.9% | +9.8% | +3.0% |
| 3M | -2.2% | -13.8% | +11.7% | -2.0% |
| 6M | +5.3% | -9.8% | +15.1% | +5.4% |
| YTD | +14.8% | +0.3% | +14.5% | +14.7% |
| 1Y | +16.6% | -3.3% | +19.9% | +16.6% |
| 3Y | +78.6% | +61.0% | +17.6% | +77.4% |
| 5Y | +27.2% | +128.5% | -101.3% | +25.8% |
| 10Y | +302.5% | +398.9% | -96.4% | +295.2% |
| All | +5,565.6% | +146,154.7% | -140,589.2% | +5,613.3% |
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 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