+122.6%
HST vs NSC
+302.7%
-180.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | +3.6% | +1.6% | +2.0% | +2.6% |
| 30D | +9.9% | +4.2% | +5.7% | +7.2% |
| 3M | +12.9% | -0.2% | +13.2% | +12.8% |
| 6M | +22.9% | +7.6% | +15.3% | +16.6% |
| YTD | +52.4% | +17.4% | +35.0% | +36.7% |
| 1Y | +52.5% | +18.3% | +34.3% | +36.2% |
| 3Y | +87.4% | +79.8% | +7.6% | +25.6% |
| 5Y | +82.9% | +34.3% | +48.6% | +45.0% |
| All | +122.6% | +302.7% | -180.1% | +4.4% |
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