+36.2%
HST vs NSC
+20.8%
+15.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.7% | -1.4% | +2.1% | +1.2% |
| 30D | -0.7% | -3.4% | +2.7% | +0.6% |
| 3M | -4.0% | +5.1% | -9.1% | -7.1% |
| 6M | +20.7% | +9.2% | +11.5% | +13.8% |
| YTD | +31.0% | +13.4% | +17.6% | +20.4% |
| 1Y | +36.2% | +20.8% | +15.4% | +22.9% |
| All | +36.2% | +20.8% | +15.5% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling