+137.1%
HST vs NSC
+303.9%
-166.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | -1.3% | -3.5% | +2.3% | +0.9% |
| 30D | +13.4% | +3.9% | +9.4% | +10.7% |
| 3M | +16.7% | -0.8% | +17.5% | +17.0% |
| 6M | +24.0% | +7.1% | +16.9% | +18.0% |
| YTD | +54.0% | +16.4% | +37.5% | +38.7% |
| 1Y | +55.0% | +16.9% | +38.1% | +39.4% |
| 3Y | +89.3% | +78.4% | +11.0% | +27.4% |
| 5Y | +85.4% | +33.1% | +52.3% | +47.7% |
| 10Y | +137.1% | +299.9% | -162.7% | +3.6% |
| All | +137.1% | +303.9% | -166.7% | +3.6% |
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