+1.7%
NSC vs XHB
-2.0%
+3.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | -6.6% | +1.3% | -7.9% | -6.8% |
| 30D | +2.2% | +7.8% | -5.6% | +0.7% |
| 3M | -6.2% | -5.5% | -0.7% | -5.4% |
| 6M | +1.7% | -2.6% | +4.3% | +1.7% |
| All | +1.7% | -2.0% | +3.7% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 6mo: compounded portfolio wealth divided by compounded XHB 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…
6mo analysis · Full analysis span regression · 6 months rolling