+107.0%
HST vs NSC
+324.0%
-217.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.7% |
| 7D | -0.3% | -2.0% | +1.7% | +0.9% |
| 30D | -2.8% | -3.2% | +0.4% | -1.0% |
| 3M | -6.5% | +3.9% | -10.4% | -9.1% |
| 6M | +20.7% | +7.8% | +12.9% | +14.2% |
| YTD | +30.5% | +13.4% | +17.0% | +19.6% |
| 1Y | +36.8% | +20.3% | +16.5% | +20.9% |
| 3Y | +65.9% | +76.1% | -10.2% | +12.3% |
| 5Y | +73.9% | +45.0% | +28.9% | +30.8% |
| 10Y | +107.0% | +335.7% | -228.7% | -9.4% |
| All | +107.0% | +324.0% | -217.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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